+62.1%
SCHW vs DOC
-24.5%
+86.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +1.5% | -4.8% | +6.2% | +2.9% |
| 3M | +24.6% | +6.9% | +17.7% | +21.6% |
| 6M | +14.5% | +20.7% | -6.2% | +6.7% |
| YTD | +10.5% | +34.1% | -23.7% | -1.5% |
| 1Y | +13.4% | +22.6% | -9.3% | +4.2% |
| 3Y | +88.3% | +20.8% | +67.4% | +70.6% |
| All | +62.1% | -24.5% | +86.6% | +75.6% |
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