+13.4%
SCHW vs DFNS
-98.3%
+111.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -0.8% | -16.0% | +15.2% | -0.7% |
| 30D | +1.5% | -77.7% | +79.2% | +2.0% |
| 3M | +24.6% | -77.2% | +101.7% | +25.0% |
| 6M | +14.5% | -95.2% | +109.7% | +19.6% |
| YTD | +10.5% | -98.0% | +108.4% | +17.0% |
| 1Y | +13.4% | -98.3% | +111.6% | +22.9% |
| All | +13.4% | -98.3% | +111.7% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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