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  • ON vs SCHW✓SelectedUSD · SCHWON vs SCHW performance historyLatest closeAs of-4.44%09/08
Stock and ETF performance explorer

ON vs SCHW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-41.2%
SCHW return
+21.4%
Excess return
-62.6%
Maximum drawdown
-46.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3mo.

Portfolio and benchmark returns by period
PeriodPortfolioSCHWExcessAlpha
1D-4.4%-2.2%-2.2%-5.9%
7D-2.2%-1.3%-0.9%-3.0%
30D-12.4%-0.4%-12.0%-12.1%
3M-41.2%+21.7%-62.9%-26.1%
All-41.2%+21.4%-62.6%-26.1%

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 3mo: 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…

3mo analysis · Full analysis span regression · Available span rolling