+87.0%
SCHW vs DFNS
-99.9%
+186.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | -2.8% | -3.3% | +0.6% | -2.8% |
| 30D | -0.1% | -73.1% | +73.0% | -0.2% |
| 3M | +20.6% | -71.4% | +92.0% | +20.7% |
| 6M | +15.9% | -93.8% | +109.8% | +15.9% |
| YTD | +8.5% | -98.0% | +106.5% | +8.2% |
| 1Y | +17.8% | -98.2% | +116.0% | +17.6% |
| All | +87.0% | -99.9% | +186.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling