+0.8%
SCHW vs RRX
+30.0%
-29.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +4.5% |
| 7D | +5.2% | +7.6% | -2.4% | +5.2% |
| 30D | -4.7% | +7.5% | -12.2% | -4.7% |
| 3M | -11.9% | -21.0% | +9.1% | -12.0% |
| 6M | +2.7% | -18.1% | +20.8% | +2.7% |
| YTD | -5.6% | +24.3% | -29.9% | -11.1% |
| 1Y | +0.8% | +29.3% | -28.5% | -5.6% |
| All | +0.8% | +30.0% | -29.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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