+22.7%
SCHW vs DASH
-7.9%
+30.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.2% |
| 7D | +4.5% | -4.8% | +9.3% | +5.2% |
| 30D | -4.1% | -7.9% | +3.8% | -3.1% |
| 3M | -13.6% | -16.3% | +2.8% | -11.5% |
| 6M | +5.0% | +10.4% | -5.4% | +2.4% |
| YTD | -6.3% | -20.1% | +13.8% | -4.2% |
| 1Y | -1.4% | -11.4% | +10.0% | -1.1% |
| 3Y | +77.6% | +114.1% | -36.5% | +54.3% |
| 5Y | +22.7% | -5.8% | +28.5% | +7.4% |
| All | +22.7% | -7.9% | +30.6% | +7.4% |
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