+51,384.6%
SCHW vs ROL
+8,798.6%
+42,586.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.9% |
| 7D | -1.3% | -3.4% | +2.1% | +0.4% |
| 30D | -0.4% | -6.9% | +6.6% | +3.2% |
| 3M | +21.7% | -24.6% | +46.3% | +39.2% |
| 6M | +13.0% | -39.5% | +52.5% | +44.0% |
| YTD | +8.0% | -41.1% | +49.1% | +38.5% |
| 1Y | +15.8% | -37.9% | +53.8% | +43.6% |
| 3Y | +87.7% | +0.8% | +86.9% | +76.1% |
| 5Y | +59.7% | -4.7% | +64.3% | +49.5% |
| 10Y | +292.9% | +207.9% | +85.0% | +82.0% |
| All | +51,384.6% | +8,798.6% | +42,586.0% | +4,200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling