+232.5%
SCHW vs DFNS
-99.9%
+332.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -1.6% | +4.6% | -6.2% | -1.6% |
| 30D | -1.1% | -73.9% | +72.8% | -1.2% |
| 3M | +20.4% | -71.7% | +92.1% | +20.5% |
| 6M | +13.6% | -94.6% | +108.2% | +13.5% |
| YTD | +7.7% | -98.1% | +105.8% | +7.4% |
| 1Y | +15.2% | -98.3% | +113.5% | +15.0% |
| 3Y | +87.1% | -99.9% | +187.0% | +90.5% |
| 5Y | +57.5% | -99.9% | +157.3% | +58.5% |
| All | +232.5% | -99.9% | +332.4% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling