+0.8%
SCHW vs ROL
-34.1%
+34.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +4.4% |
| 7D | +5.2% | +14.6% | -9.4% | +4.2% |
| 30D | -4.7% | +29.3% | -34.0% | -6.2% |
| 3M | -11.9% | +2.0% | -14.0% | -11.9% |
| 6M | +2.7% | -28.5% | +31.3% | +5.0% |
| YTD | -5.6% | -35.3% | +29.7% | -4.3% |
| 1Y | +0.8% | -34.7% | +35.5% | +1.6% |
| All | +0.8% | -34.1% | +34.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling