+489.1%
DDOG vs SCHW
+174.0%
+315.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +3.9% | -1.9% | +5.8% | +4.5% |
| 30D | -8.2% | -1.6% | -6.6% | -7.8% |
| 3M | -5.6% | +21.3% | -26.8% | -11.3% |
| 6M | +73.5% | +16.5% | +57.0% | +64.4% |
| YTD | +62.7% | +8.4% | +54.3% | +57.3% |
| 1Y | +59.0% | +15.6% | +43.3% | +50.5% |
| 3Y | +117.1% | +86.8% | +30.3% | +74.8% |
| 5Y | +61.3% | +60.5% | +0.8% | +35.4% |
| All | +489.1% | +174.0% | +315.1% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling