+212.0%
SCHW vs DECK
+938.4%
-726.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.4% |
| 7D | +4.5% | +6.4% | -1.9% | +3.1% |
| 30D | -4.1% | +9.1% | -13.2% | -6.1% |
| 3M | -13.6% | -7.2% | -6.4% | -12.3% |
| 6M | +5.0% | -9.9% | +14.9% | +6.5% |
| YTD | -6.3% | -12.8% | +6.5% | -5.1% |
| 1Y | -1.4% | +10.6% | -12.0% | -5.9% |
| 3Y | +77.6% | -13.8% | +91.4% | +67.3% |
| 5Y | +22.7% | +27.6% | -4.9% | -1.0% |
| 10Y | +212.0% | +887.0% | -675.0% | +55.4% |
| All | +212.0% | +938.4% | -726.4% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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