+98.4%
SCHW vs DASH
-2.1%
+100.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +4.2% | -2.8% | +7.0% | +4.5% |
| 30D | -3.8% | -9.3% | +5.5% | -2.8% |
| 3M | -13.6% | -15.1% | +1.5% | -12.0% |
| 6M | +5.3% | +8.7% | -3.4% | +3.3% |
| YTD | -6.0% | -21.3% | +15.3% | -4.0% |
| 1Y | -1.4% | -12.7% | +11.2% | -0.9% |
| 3Y | +77.4% | +103.8% | -26.4% | +58.7% |
| 5Y | +22.9% | -16.8% | +39.7% | +11.2% |
| All | +98.4% | -2.1% | +100.5% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling