+17.8%
SCHW vs RY
+44.8%
-27.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -1.7% |
| 30D | -0.1% | -2.0% | +2.0% | +0.7% |
| 3M | +20.6% | +4.9% | +15.7% | +18.1% |
| 6M | +15.9% | +26.1% | -10.2% | +4.6% |
| YTD | +8.5% | +22.4% | -13.9% | -0.8% |
| 1Y | +17.8% | +44.7% | -26.9% | +0.1% |
| All | +17.8% | +44.8% | -27.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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