+22.5%
SCHW vs DOC
-19.2%
+41.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +4.5% | +5.9% | -1.3% | +2.7% |
| 30D | -4.1% | +10.3% | -14.4% | -7.0% |
| 3M | -13.6% | -2.2% | -11.4% | -13.1% |
| 6M | +5.0% | +8.2% | -3.2% | +1.8% |
| YTD | -6.3% | +35.4% | -41.6% | -16.9% |
| 1Y | -1.4% | +23.6% | -25.0% | -9.5% |
| 3Y | +77.6% | +57.3% | +20.4% | +40.5% |
| All | +22.5% | -19.2% | +41.7% | +35.3% |
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