+17.8%
SCHW vs DASH
-22.0%
+39.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -2.8% | -9.4% | +6.7% | -1.6% |
| 30D | -0.1% | -5.2% | +5.1% | +0.6% |
| 3M | +20.6% | +33.1% | -12.6% | +16.3% |
| 6M | +15.9% | +18.3% | -2.4% | +13.2% |
| YTD | +8.5% | -11.2% | +19.7% | +8.2% |
| 1Y | +17.8% | -21.9% | +39.8% | +20.3% |
| All | +17.8% | -22.0% | +39.8% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling