+247.6%
DIA vs SCHW
+301.0%
-53.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | -2.0% | -1.6% | -0.4% | -1.6% |
| 3M | +3.6% | +21.3% | -17.6% | -2.9% |
| 6M | +11.5% | +16.5% | -5.0% | +5.5% |
| YTD | +10.4% | +8.4% | +1.9% | +6.6% |
| 1Y | +15.6% | +15.6% | -0.1% | +9.1% |
| 3Y | +58.9% | +86.8% | -28.0% | +25.3% |
| 5Y | +65.3% | +60.5% | +4.8% | +31.0% |
| All | +247.6% | +301.0% | -53.4% | +82.9% |
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