+59.5%
SCHW vs DBX
+11.7%
+47.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.4% |
| 30D | -1.6% | +5.7% | -7.4% | -3.2% |
| 3M | +21.3% | +31.8% | -10.5% | +12.2% |
| 6M | +16.5% | +37.5% | -21.0% | +5.7% |
| YTD | +8.4% | +27.9% | -19.5% | +0.3% |
| 1Y | +15.6% | +15.0% | +0.6% | +9.8% |
| 3Y | +86.8% | +27.2% | +59.7% | +65.1% |
| All | +59.5% | +11.7% | +47.8% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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