+4,404.4%
DELL vs SCHW
+301.0%
+4,103.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.0% | +12.0% |
| 7D | +8.2% | -1.9% | +10.1% | +8.9% |
| 30D | +17.1% | -1.6% | +18.7% | +17.7% |
| 3M | +45.2% | +21.3% | +23.9% | +34.4% |
| 6M | +286.8% | +16.5% | +270.3% | +261.7% |
| YTD | +354.8% | +8.4% | +346.4% | +335.4% |
| 1Y | +358.3% | +15.6% | +342.6% | +327.1% |
| 3Y | +724.9% | +86.8% | +638.1% | +538.9% |
| 5Y | +1,193.7% | +60.5% | +1,133.2% | +925.7% |
| All | +4,404.4% | +301.0% | +4,103.4% | +2,485.9% |
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