+15.7%
SCHW vs ROL
-38.1%
+53.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | -3.2% | +0.5% | -2.5% |
| 30D | -0.1% | -6.6% | +6.6% | +0.4% |
| 3M | +20.6% | -27.3% | +47.9% | +22.7% |
| 6M | +15.9% | -38.1% | +54.0% | +18.6% |
| YTD | +8.5% | -41.8% | +50.3% | +10.6% |
| All | +15.7% | -38.1% | +53.8% | +18.9% |
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