+3,316.4%
SCHW vs RY
+11,203.6%
-7,887.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | -15.9% | -4.5% | -11.4% | -13.0% |
| 6M | +2.0% | +12.5% | -10.5% | -7.9% |
| YTD | -7.3% | +21.1% | -28.4% | -21.4% |
| 1Y | -4.9% | +38.6% | -43.6% | -27.8% |
| 3Y | +74.9% | +160.2% | -85.3% | -21.3% |
| 5Y | +19.2% | +124.7% | -105.5% | -39.4% |
| 10Y | +188.3% | +352.3% | -164.0% | -14.2% |
| All | +3,316.4% | +11,203.6% | -7,887.2% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling