+87.0%
SCHW vs DG
+3.3%
+83.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -2.8% | -6.3% | +3.5% | -2.6% |
| 30D | -0.1% | +2.4% | -2.5% | -0.1% |
| 3M | +20.6% | +12.4% | +8.2% | +20.2% |
| 6M | +15.9% | -14.9% | +30.9% | +16.5% |
| YTD | +8.5% | -6.1% | +14.5% | +8.7% |
| 1Y | +17.8% | +17.9% | 0.0% | +17.3% |
| All | +87.0% | +3.3% | +83.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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