+59.5%
SCHW vs ROK
+47.1%
+12.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.6% |
| 7D | -1.9% | -1.2% | -0.6% | -1.4% |
| 30D | -1.6% | -4.8% | +3.2% | 0.0% |
| 3M | +21.3% | -6.1% | +27.4% | +23.1% |
| 6M | +16.5% | +15.5% | +1.0% | +8.4% |
| YTD | +8.4% | +11.2% | -2.8% | +2.0% |
| 1Y | +15.6% | +23.8% | -8.2% | +4.1% |
| 3Y | +86.8% | +53.1% | +33.7% | +49.2% |
| All | +59.5% | +47.1% | +12.4% | +24.8% |
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