+60.6%
SCHW vs RL
+223.8%
-163.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.1% |
| 30D | -0.1% | -15.3% | +15.3% | +5.4% |
| 3M | +20.6% | -10.3% | +30.9% | +24.2% |
| 6M | +15.9% | -2.2% | +18.2% | +14.9% |
| YTD | +8.5% | -4.3% | +12.8% | +7.9% |
| 1Y | +17.8% | +8.9% | +9.0% | +11.2% |
| 3Y | +88.5% | +201.4% | -112.9% | +11.3% |
| 5Y | +60.6% | +230.6% | -169.9% | -13.4% |
| All | +60.6% | +223.8% | -163.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling