+1,493.2%
SCHW vs DLR
+3,609.2%
-2,116.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +2.9% | -4.5% | -2.8% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | +20.4% | +2.9% | +17.4% | +17.8% |
| 6M | +13.6% | +6.7% | +6.9% | +9.0% |
| YTD | +7.7% | +23.9% | -16.2% | -3.4% |
| 1Y | +15.2% | +18.6% | -3.4% | +4.7% |
| 3Y | +87.1% | +59.7% | +27.5% | +44.7% |
| 5Y | +57.5% | +42.1% | +15.4% | +23.2% |
| 10Y | +295.1% | +176.7% | +118.4% | +100.1% |
| All | +1,493.2% | +3,609.2% | -2,116.0% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling