+59.6%
SCHW vs DLR
+40.9%
+18.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.5% |
| 3M | +20.6% | +3.2% | +17.4% | +19.1% |
| 6M | +15.9% | +3.9% | +12.1% | +14.1% |
| YTD | +8.5% | +21.4% | -12.9% | +2.6% |
| 1Y | +17.8% | +9.7% | +8.2% | +14.1% |
| 3Y | +88.5% | +56.5% | +32.0% | +63.4% |
| All | +59.6% | +40.9% | +18.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling