+0.8%
SCHW vs DAR
+63.3%
-62.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.0% | +4.6% |
| 7D | +5.2% | -5.7% | +10.9% | +5.2% |
| 30D | -4.7% | -16.6% | +11.9% | -4.6% |
| 3M | -11.9% | -13.1% | +1.1% | -11.9% |
| 6M | +2.7% | -18.8% | +21.5% | +2.4% |
| YTD | -5.6% | +45.3% | -50.9% | -11.1% |
| 1Y | +0.8% | +60.6% | -59.9% | -7.0% |
| All | +0.8% | +63.3% | -62.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling