+60.6%
SCHW vs RY
+135.2%
-74.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -2.8% | -2.9% | +0.1% | -0.5% |
| 30D | -0.1% | -2.0% | +2.0% | +1.4% |
| 3M | +20.6% | +4.9% | +15.7% | +15.7% |
| 6M | +15.9% | +26.1% | -10.2% | -4.5% |
| YTD | +8.5% | +22.4% | -13.9% | -8.6% |
| 1Y | +17.8% | +44.7% | -26.9% | -13.9% |
| 3Y | +88.5% | +155.7% | -67.1% | -19.6% |
| 5Y | +60.6% | +137.7% | -77.1% | -27.2% |
| All | +60.6% | +135.2% | -74.6% | -27.2% |
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