+19.8%
SCHW vs DOC
-21.4%
+41.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +3.9% | +6.5% | -2.6% | +1.9% |
| 30D | -4.3% | +9.2% | -13.4% | -6.9% |
| 3M | -14.8% | -2.5% | -12.3% | -14.2% |
| 6M | -0.1% | +7.1% | -7.1% | -2.8% |
| YTD | -7.5% | +33.0% | -40.5% | -17.6% |
| 1Y | -1.6% | +23.3% | -24.9% | -9.8% |
| 3Y | +71.4% | +44.9% | +26.5% | +40.8% |
| All | +19.8% | -21.4% | +41.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling