+87.0%
SCHW vs DKS
+27.3%
+59.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.8% | -4.7% | +2.0% | -2.1% |
| 30D | -0.1% | -35.1% | +35.0% | +5.1% |
| 3M | +20.6% | -37.7% | +58.3% | +27.3% |
| 6M | +15.9% | -30.7% | +46.7% | +19.9% |
| YTD | +8.5% | -31.9% | +40.4% | +12.3% |
| 1Y | +17.8% | -40.0% | +57.8% | +24.2% |
| All | +87.0% | +27.3% | +59.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling