+3,970.9%
SCHW vs RY
+11,573.6%
-7,602.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -0.8% | +3.1% | -3.9% | -3.2% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +24.6% | +8.7% | +15.9% | +16.1% |
| 6M | +14.5% | +28.5% | -14.0% | -7.1% |
| YTD | +10.5% | +25.1% | -14.6% | -8.6% |
| 1Y | +13.4% | +46.3% | -32.9% | -17.5% |
| 3Y | +88.3% | +154.9% | -66.7% | -13.7% |
| 5Y | +62.1% | +140.3% | -78.2% | -21.7% |
| 10Y | +297.3% | +377.0% | -79.8% | +13.6% |
| All | +3,970.9% | +11,573.6% | -7,602.8% | +9.3% |
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