+0.8%
SCHW vs DFNS
-99.6%
+100.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -18.3% | +22.9% | +4.7% |
| 7D | +5.2% | -27.7% | +32.9% | +5.3% |
| 30D | -4.7% | -58.0% | +53.3% | -4.4% |
| 3M | -11.9% | -94.0% | +82.0% | -11.1% |
| 6M | +2.7% | -94.6% | +97.3% | +5.0% |
| YTD | -5.6% | -99.4% | +93.8% | +4.9% |
| 1Y | +0.8% | -99.6% | +100.4% | +12.8% |
| All | +0.8% | -99.6% | +100.4% | +12.8% |
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