+148.0%
SCHW vs RVMD
+622.3%
-474.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +21.3% | +36.5% | -15.3% | +16.3% |
| 6M | +16.5% | +104.6% | -88.1% | +4.9% |
| YTD | +8.4% | +155.8% | -147.4% | -6.3% |
| 1Y | +15.6% | +340.7% | -325.1% | -7.6% |
| 3Y | +86.8% | +519.9% | -433.1% | +37.0% |
| 5Y | +60.5% | +584.9% | -524.4% | +9.8% |
| All | +148.0% | +622.3% | -474.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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