+640.0%
SCHW vs DAL
+319.6%
+320.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -2.8% | -0.6% | -2.1% | -2.6% |
| 30D | -0.1% | -13.5% | +13.4% | +4.7% |
| 3M | +20.6% | +2.6% | +18.0% | +18.8% |
| 6M | +15.9% | +32.7% | -16.7% | +3.9% |
| YTD | +8.5% | +13.6% | -5.1% | +1.9% |
| 1Y | +17.8% | +28.8% | -11.0% | +5.5% |
| 3Y | +88.5% | +98.2% | -9.6% | +38.8% |
| 5Y | +60.6% | +105.9% | -45.3% | +13.9% |
| 10Y | +298.0% | +133.5% | +164.6% | +151.5% |
| All | +640.0% | +319.6% | +320.5% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling