+3,375.5%
SCHW vs RY
+11,185.2%
-7,809.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +2.0% | +0.6% | +1.4% | +1.5% |
| 30D | -3.6% | +5.0% | -8.6% | -7.4% |
| 3M | -15.0% | -5.3% | -9.7% | -11.4% |
| 6M | +2.6% | +13.8% | -11.2% | -8.1% |
| YTD | -5.7% | +21.0% | -26.6% | -19.9% |
| 1Y | -0.9% | +40.5% | -41.4% | -25.6% |
| 3Y | +79.4% | +159.7% | -80.3% | -19.2% |
| 5Y | +21.2% | +124.3% | -103.1% | -38.3% |
| 10Y | +193.3% | +351.6% | -158.3% | -12.6% |
| All | +3,375.5% | +11,185.2% | -7,809.7% | -4.3% |
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