+627.9%
SCHW vs DG
+551.9%
+76.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -2.8% | -6.3% | +3.5% | -1.5% |
| 30D | -0.1% | +2.4% | -2.5% | -0.6% |
| 3M | +20.6% | +12.4% | +8.2% | +17.2% |
| 6M | +15.9% | -14.9% | +30.9% | +19.0% |
| YTD | +8.5% | -6.1% | +14.5% | +8.9% |
| 1Y | +17.8% | +17.9% | 0.0% | +12.0% |
| 3Y | +88.5% | +3.1% | +85.4% | +76.4% |
| 5Y | +60.6% | -38.7% | +99.3% | +71.0% |
| 10Y | +298.0% | +99.6% | +198.4% | +202.1% |
| All | +627.9% | +551.9% | +76.0% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling