+51,606.1%
SCHW vs ROK
+15,389.9%
+36,216.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | -2.8% | -1.6% | -1.1% | -1.9% |
| 30D | -0.1% | -5.4% | +5.4% | +2.8% |
| 3M | +20.6% | -4.0% | +24.5% | +21.7% |
| 6M | +15.9% | +13.3% | +2.6% | +6.0% |
| YTD | +8.5% | +9.3% | -0.9% | +0.5% |
| 1Y | +17.8% | +25.8% | -8.0% | +1.0% |
| 3Y | +88.5% | +49.1% | +39.4% | +40.3% |
| 5Y | +60.6% | +45.9% | +14.8% | +16.7% |
| 10Y | +298.0% | +349.9% | -51.8% | +51.1% |
| All | +51,606.1% | +15,389.9% | +36,216.2% | +3,704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling