+97.0%
SCHW vs DASH
+160.1%
-63.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.1% |
| 7D | -0.8% | -10.6% | +9.8% | +1.2% |
| 30D | +1.5% | +2.2% | -0.7% | +1.0% |
| 3M | +24.6% | +32.3% | -7.7% | +17.7% |
| 6M | +14.5% | +19.1% | -4.6% | +10.0% |
| YTD | +10.5% | -6.5% | +17.0% | +11.0% |
| 1Y | +13.4% | -14.9% | +28.3% | +15.4% |
| All | +97.0% | +160.1% | -63.2% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling