+51,384.5%
SCHW vs RRC
+1,198.8%
+50,185.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | -0.4% | +9.4% | -9.8% | -1.6% |
| 3M | +21.7% | +7.4% | +14.3% | +20.4% |
| 6M | +13.0% | +1.5% | +11.5% | +12.3% |
| YTD | +8.0% | +19.4% | -11.4% | +5.0% |
| 1Y | +15.8% | +24.2% | -8.4% | +11.7% |
| 3Y | +87.7% | +32.8% | +54.9% | +78.0% |
| 5Y | +59.7% | +152.9% | -93.2% | +35.6% |
| 10Y | +292.9% | +3.9% | +289.0% | +228.8% |
| All | +51,384.5% | +1,198.8% | +50,185.7% | +37,312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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