+87.0%
SCHW vs DD
+41.5%
+45.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -0.1% | -11.5% | +11.4% | +2.6% |
| 3M | +20.6% | -5.4% | +26.0% | +21.8% |
| 6M | +15.9% | -6.9% | +22.9% | +17.1% |
| YTD | +8.5% | +6.9% | +1.6% | +4.8% |
| 1Y | +17.8% | +35.6% | -17.8% | +6.1% |
| All | +87.0% | +41.5% | +45.5% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling