+499.9%
DDOG vs SCHW
+172.2%
+327.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +7.7% | -1.6% | +9.2% | +8.2% |
| 30D | -13.6% | -1.1% | -12.6% | -13.4% |
| 3M | -0.9% | +20.4% | -21.3% | -6.7% |
| 6M | +75.2% | +13.6% | +61.6% | +67.4% |
| YTD | +65.7% | +7.7% | +58.0% | +60.5% |
| 1Y | +60.4% | +15.2% | +45.2% | +52.0% |
| 3Y | +130.7% | +87.1% | +43.5% | +85.6% |
| 5Y | +59.9% | +57.5% | +2.4% | +34.7% |
| All | +499.9% | +172.2% | +327.7% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling