+1,098.4%
DIA vs SCHW
+1,747.7%
-649.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.8% |
| 7D | -3.0% | -2.8% | -0.3% | -2.3% |
| 30D | -3.0% | -0.1% | -2.9% | -3.0% |
| 3M | +4.5% | +20.6% | -16.1% | -0.7% |
| 6M | +9.8% | +15.9% | -6.2% | +5.1% |
| YTD | +9.3% | +8.5% | +0.8% | +6.3% |
| 1Y | +16.0% | +17.8% | -1.9% | +10.3% |
| 3Y | +57.7% | +88.5% | -30.8% | +30.9% |
| 5Y | +63.8% | +60.6% | +3.1% | +37.4% |
| 10Y | +248.8% | +298.0% | -49.2% | +123.8% |
| All | +1,098.4% | +1,747.7% | -649.3% | +281.5% |
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 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