+2,326.3%
SCHW vs RL
+1,349.6%
+976.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -1.3% | +1.9% | -3.2% | -2.1% |
| 30D | -0.4% | -12.2% | +11.8% | +5.2% |
| 3M | +21.7% | -6.6% | +28.3% | +24.3% |
| 6M | +13.0% | +3.2% | +9.8% | +9.1% |
| YTD | +8.0% | -1.3% | +9.3% | +5.8% |
| 1Y | +15.8% | +13.6% | +2.2% | +6.1% |
| 3Y | +87.7% | +210.9% | -123.2% | +4.9% |
| 5Y | +59.7% | +246.9% | -187.2% | -17.9% |
| 10Y | +292.9% | +310.1% | -17.2% | +68.0% |
| All | +2,326.3% | +1,349.6% | +976.7% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling