+19.2%
SCHW vs RY
+125.1%
-106.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -4.4% | +4.7% | -9.1% | -7.8% |
| 3M | -15.9% | -4.5% | -11.4% | -13.0% |
| 6M | +2.0% | +12.5% | -10.5% | -7.7% |
| YTD | -7.3% | +21.1% | -28.4% | -21.1% |
| 1Y | -4.9% | +38.6% | -43.6% | -27.7% |
| 3Y | +74.9% | +160.2% | -85.3% | -25.9% |
| 5Y | +19.2% | +124.7% | -105.5% | -41.0% |
| All | +19.2% | +125.1% | -106.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling