+134.9%
SCHW vs DBX
+20.9%
+114.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -2.8% | -1.8% | -0.9% | -2.4% |
| 30D | -0.1% | +2.8% | -2.9% | -0.9% |
| 3M | +20.6% | +26.8% | -6.2% | +13.6% |
| 6M | +15.9% | +32.8% | -16.8% | +7.3% |
| YTD | +8.5% | +26.1% | -17.6% | +1.6% |
| 1Y | +17.8% | +14.1% | +3.7% | +12.6% |
| 3Y | +88.5% | +25.7% | +62.8% | +71.5% |
| 5Y | +60.6% | +11.2% | +49.5% | +46.3% |
| All | +134.9% | +20.9% | +114.1% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling