+59.5%
SCHW vs DAR
-9.0%
+68.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -1.9% | -0.1% | -1.7% | -1.9% |
| 30D | -1.6% | +2.6% | -4.3% | -2.4% |
| 3M | +21.3% | +14.2% | +7.0% | +16.9% |
| 6M | +16.5% | +17.2% | -0.7% | +11.0% |
| YTD | +8.4% | +80.9% | -72.5% | -7.7% |
| 1Y | +15.6% | +104.0% | -88.4% | -5.4% |
| 3Y | +86.8% | +3.6% | +83.2% | +83.2% |
| All | +59.5% | -9.0% | +68.5% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling