+59.7%
SCHW vs DASH
+2.7%
+57.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.4% |
| 7D | -1.3% | -11.2% | +9.9% | +0.5% |
| 30D | -0.4% | -7.3% | +6.9% | +0.7% |
| 3M | +21.7% | +31.4% | -9.8% | +16.2% |
| 6M | +13.0% | +11.9% | +1.1% | +10.2% |
| YTD | +8.0% | -11.5% | +19.5% | +9.1% |
| 1Y | +15.8% | -20.0% | +35.8% | +18.1% |
| 3Y | +87.7% | +143.9% | -56.2% | +60.0% |
| 5Y | +59.7% | -0.2% | +59.9% | +40.7% |
| All | +59.7% | +2.7% | +57.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling