+59.6%
SCHW vs DD
+56.5%
+3.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.8% | -2.9% | +0.1% | -1.7% |
| 30D | -0.1% | -11.5% | +11.4% | +4.6% |
| 3M | +20.6% | -5.4% | +26.0% | +22.7% |
| 6M | +15.9% | -6.9% | +22.9% | +17.8% |
| YTD | +8.5% | +6.9% | +1.6% | +2.8% |
| 1Y | +17.8% | +35.6% | -17.8% | -0.4% |
| 3Y | +88.5% | +42.5% | +46.0% | +48.6% |
| All | +59.6% | +56.5% | +3.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling