+15.6%
SCHW vs DKS
-38.6%
+54.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.2% |
| 7D | -1.9% | -2.0% | +0.2% | -1.8% |
| 30D | -1.6% | -32.7% | +31.1% | +0.3% |
| 3M | +21.3% | -38.8% | +60.1% | +24.1% |
| 6M | +16.5% | -29.4% | +45.9% | +17.7% |
| YTD | +8.4% | -30.3% | +38.7% | +9.7% |
| 1Y | +15.6% | -39.6% | +55.2% | +15.8% |
| All | +15.6% | -38.6% | +54.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling