+127.2%
SCHW vs DASH
+8.4%
+118.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.6% | -12.8% | +11.2% | +0.2% |
| 30D | -1.1% | -6.0% | +5.0% | -0.3% |
| 3M | +20.4% | +26.7% | -6.3% | +16.2% |
| 6M | +13.6% | +11.7% | +1.9% | +11.2% |
| YTD | +7.7% | -12.9% | +20.6% | +8.8% |
| 1Y | +15.2% | -23.1% | +38.3% | +17.7% |
| 3Y | +87.1% | +140.0% | -52.9% | +64.1% |
| 5Y | +57.5% | -5.1% | +62.5% | +40.7% |
| All | +127.2% | +8.4% | +118.8% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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