+59.6%
SCHW vs ROK
+44.7%
+14.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -2.8% | -1.6% | -1.1% | -2.2% |
| 30D | -0.1% | -5.4% | +5.4% | +1.8% |
| 3M | +20.6% | -4.0% | +24.5% | +21.3% |
| 6M | +15.9% | +13.3% | +2.6% | +8.7% |
| YTD | +8.5% | +9.3% | -0.9% | +2.7% |
| 1Y | +17.8% | +25.8% | -8.0% | +5.3% |
| 3Y | +88.5% | +49.1% | +39.4% | +52.1% |
| All | +59.6% | +44.7% | +14.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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