+15.7%
SCHW vs RL
+8.0%
+7.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -0.1% | -15.3% | +15.3% | +1.2% |
| 3M | +20.6% | -10.3% | +30.9% | +21.3% |
| 6M | +15.9% | -2.2% | +18.2% | +15.8% |
| YTD | +8.5% | -4.3% | +12.8% | +8.7% |
| All | +15.7% | +8.0% | +7.7% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling