+294.9%
SCHW vs RRX
+228.4%
+66.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.5% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -1.6% | -6.1% | +4.5% | +0.6% |
| 3M | +21.3% | -23.1% | +44.3% | +30.8% |
| 6M | +16.5% | -19.5% | +36.0% | +20.3% |
| YTD | +8.4% | +16.1% | -7.7% | -6.7% |
| 1Y | +15.6% | +12.9% | +2.7% | -0.4% |
| 3Y | +86.8% | +7.9% | +78.9% | +51.0% |
| 5Y | +60.5% | +19.1% | +41.4% | +16.3% |
| All | +294.9% | +228.4% | +66.5% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling