+13.4%
SCHW vs DE
+49.4%
-36.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.8% | +10.0% | -10.8% | -0.8% |
| 30D | +1.5% | +13.3% | -11.9% | +1.5% |
| 3M | +24.6% | +17.5% | +7.1% | +24.6% |
| 6M | +14.5% | +13.6% | +1.0% | +14.6% |
| YTD | +10.5% | +49.8% | -39.3% | +6.9% |
| 1Y | +13.4% | +47.9% | -34.5% | +10.6% |
| All | +13.4% | +49.4% | -36.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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