+15,370.3%
SCHW vs ROP
+24,791.6%
-9,421.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.0% |
| 7D | -1.3% | -5.4% | +4.1% | +1.0% |
| 30D | -0.4% | -1.6% | +1.3% | +0.2% |
| 3M | +21.7% | +18.8% | +2.8% | +12.6% |
| 6M | +13.0% | +8.2% | +4.7% | +8.4% |
| YTD | +8.0% | -10.5% | +18.5% | +11.6% |
| 1Y | +15.8% | -23.7% | +39.6% | +27.6% |
| 3Y | +87.7% | -17.9% | +105.6% | +99.3% |
| 5Y | +59.7% | -15.3% | +75.0% | +66.6% |
| 10Y | +292.9% | +133.4% | +159.5% | +172.2% |
| All | +15,370.3% | +24,791.6% | -9,421.3% | +3,729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling