+491.4%
SCHW vs RNG
+302.4%
+189.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.8% | -9.6% | +6.8% | -1.4% |
| 30D | -0.1% | +8.8% | -8.9% | -1.4% |
| 3M | +20.6% | +78.6% | -58.0% | +10.0% |
| 6M | +15.9% | +70.3% | -54.3% | +5.6% |
| YTD | +8.5% | +140.3% | -131.8% | -7.5% |
| 1Y | +17.8% | +126.6% | -108.8% | +1.1% |
| 3Y | +88.5% | +120.2% | -31.7% | +57.3% |
| 5Y | +60.6% | -68.3% | +128.9% | +69.4% |
| 10Y | +298.0% | +220.6% | +77.4% | +115.6% |
| All | +491.4% | +302.4% | +189.0% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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