+21.5%
SCHW vs DECK
+20.9%
+0.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.2% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -3.6% | +4.8% | -8.4% | -4.5% |
| 3M | -15.0% | -6.9% | -8.0% | -14.1% |
| 6M | +2.6% | -7.6% | +10.2% | +3.3% |
| YTD | -5.7% | -16.3% | +10.6% | -4.1% |
| 1Y | -0.9% | +4.5% | -5.4% | -3.6% |
| 3Y | +79.4% | -17.1% | +96.5% | +68.2% |
| All | +21.5% | +20.9% | +0.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling