+59.6%
SCHW vs DG
-38.7%
+98.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -6.3% | +3.5% | -2.1% |
| 30D | -0.1% | +2.4% | -2.5% | -0.3% |
| 3M | +20.6% | +12.4% | +8.2% | +19.0% |
| 6M | +15.9% | -14.9% | +30.9% | +17.7% |
| YTD | +8.5% | -6.1% | +14.5% | +8.8% |
| 1Y | +17.8% | +17.9% | 0.0% | +15.0% |
| 3Y | +88.5% | +3.1% | +85.4% | +83.3% |
| All | +59.6% | -38.7% | +98.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling