+15.7%
SCHW vs DAR
+111.8%
-96.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -2.8% | +0.9% | -3.7% | -2.7% |
| 30D | -0.1% | +6.4% | -6.5% | 0.0% |
| 3M | +20.6% | +13.2% | +7.3% | +20.6% |
| 6M | +15.9% | +26.2% | -10.2% | +15.6% |
| YTD | +8.5% | +84.4% | -75.9% | +7.0% |
| All | +15.7% | +111.8% | -96.1% | +14.1% |
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