+295.2%
SCHW vs DAR
+375.1%
-79.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -0.1% | +6.4% | -6.5% | -2.3% |
| 3M | +20.6% | +13.2% | +7.3% | +14.9% |
| 6M | +15.9% | +26.2% | -10.2% | +5.9% |
| YTD | +8.5% | +84.4% | -75.9% | -13.0% |
| 1Y | +17.8% | +112.0% | -94.2% | -10.9% |
| 3Y | +88.5% | +13.4% | +75.2% | +70.1% |
| 5Y | +60.6% | -6.0% | +66.6% | +49.2% |
| All | +295.2% | +375.1% | -79.9% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling