+294.9%
SCHW vs DLTR
+45.3%
+249.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.9% | -10.1% | +8.2% | +0.1% |
| 30D | -1.6% | -8.1% | +6.5% | -0.1% |
| 3M | +21.3% | +2.9% | +18.4% | +20.2% |
| 6M | +16.5% | +4.3% | +12.1% | +14.3% |
| YTD | +8.4% | -3.9% | +12.3% | +7.9% |
| 1Y | +15.6% | +18.9% | -3.3% | +9.5% |
| 3Y | +86.8% | +1.9% | +84.9% | +77.6% |
| 5Y | +60.5% | +31.0% | +29.5% | +36.6% |
| All | +294.9% | +45.3% | +249.6% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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