+15.7%
SCHW vs ROP
-23.7%
+39.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.8% | -8.0% | +5.2% | -0.9% |
| 30D | -0.1% | -2.7% | +2.7% | +0.6% |
| 3M | +20.6% | +16.6% | +4.0% | +15.9% |
| 6M | +15.9% | +10.4% | +5.6% | +12.4% |
| YTD | +8.5% | -12.1% | +20.6% | +7.4% |
| All | +15.7% | -23.7% | +39.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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