+183.0%
SCHW vs DOC
+21.5%
+161.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.4% | +6.6% | -11.0% | -6.3% |
| 3M | -15.9% | -1.1% | -14.8% | -15.7% |
| 6M | +2.0% | +4.8% | -2.8% | 0.0% |
| YTD | -7.3% | +32.1% | -39.4% | -16.7% |
| 1Y | -4.9% | +21.9% | -26.8% | -12.3% |
| 3Y | +74.9% | +51.4% | +23.5% | +46.5% |
| 5Y | +19.2% | -21.2% | +40.3% | +24.0% |
| All | +183.0% | +21.5% | +161.5% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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