+294.9%
SCHW vs DLR
+177.5%
+117.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.6% | -4.3% | +2.7% | -0.7% |
| 3M | +21.3% | +3.8% | +17.4% | +19.7% |
| 6M | +16.5% | +5.8% | +10.7% | +14.2% |
| YTD | +8.4% | +23.5% | -15.1% | +2.3% |
| 1Y | +15.6% | +11.1% | +4.5% | +11.8% |
| 3Y | +86.8% | +57.9% | +29.0% | +63.6% |
| 5Y | +60.5% | +44.0% | +16.5% | +40.8% |
| All | +294.9% | +177.5% | +117.4% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling