+13.4%
SCHW vs DD
+41.5%
-28.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | +1.5% | -10.3% | +11.8% | +2.4% |
| 3M | +24.6% | -7.5% | +32.1% | +25.3% |
| 6M | +14.5% | -8.0% | +22.5% | +15.2% |
| YTD | +10.5% | +10.5% | 0.0% | +6.7% |
| 1Y | +13.4% | +38.3% | -24.9% | +4.5% |
| All | +13.4% | +41.5% | -28.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling