+59.5%
SCHW vs ROP
-16.2%
+75.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -4.6% | +2.7% | +0.3% |
| 30D | -1.6% | -1.7% | +0.1% | -1.0% |
| 3M | +21.3% | +17.1% | +4.2% | +11.7% |
| 6M | +16.5% | +10.9% | +5.6% | +9.8% |
| YTD | +8.4% | -12.1% | +20.5% | +14.3% |
| 1Y | +15.6% | -24.2% | +39.9% | +31.8% |
| 3Y | +86.8% | -20.4% | +107.2% | +103.2% |
| All | +59.5% | -16.2% | +75.7% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling