+294.9%
SCHW vs DD
+66.6%
+228.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -0.2% |
| 30D | -1.6% | -11.7% | +10.0% | +4.4% |
| 3M | +21.3% | -9.2% | +30.5% | +26.7% |
| 6M | +16.5% | -7.2% | +23.7% | +19.0% |
| YTD | +8.4% | +6.6% | +1.8% | +2.0% |
| 1Y | +15.6% | +32.0% | -16.4% | -3.5% |
| 3Y | +86.8% | +42.1% | +44.7% | +42.7% |
| 5Y | +60.5% | +58.1% | +2.4% | +13.4% |
| All | +294.9% | +66.6% | +228.3% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling