+10,935.9%
SCHW vs DAR
+1,828.9%
+9,107.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -1.1% | +7.4% | -8.5% | -1.7% |
| 3M | +20.4% | +15.7% | +4.7% | +18.7% |
| 6M | +13.6% | +30.0% | -16.4% | +10.8% |
| YTD | +7.7% | +87.5% | -79.8% | +1.7% |
| 1Y | +15.2% | +113.4% | -98.2% | +7.4% |
| 3Y | +87.1% | +15.3% | +71.8% | +81.7% |
| 5Y | +57.5% | -4.3% | +61.8% | +54.6% |
| 10Y | +295.1% | +380.2% | -85.0% | +244.3% |
| All | +10,935.9% | +1,828.9% | +9,107.1% | +10,389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling