+85.6%
SCHW vs DAL
+98.1%
-12.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -1.1% | -11.7% | +10.7% | +1.6% |
| 3M | +20.4% | -2.7% | +23.1% | +20.5% |
| 6M | +13.6% | +30.7% | -17.0% | +5.4% |
| YTD | +7.7% | +14.4% | -6.7% | +3.0% |
| 1Y | +15.2% | +31.2% | -16.0% | +6.2% |
| All | +85.6% | +98.1% | -12.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 3y: compounded portfolio wealth divided by compounded DAL 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…
3y analysis · Full analysis span regression · 6 months rolling