+55.5%
SCHW vs DOCN
+110.0%
-54.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.6% | -9.9% | -1.1% |
| 7D | -0.6% | +3.7% | -4.4% | -1.1% |
| 30D | -4.4% | -33.7% | +29.3% | -1.4% |
| 3M | -13.6% | -27.9% | +14.3% | -12.0% |
| 6M | +5.9% | -46.4% | +52.4% | +10.1% |
| YTD | -6.2% | +81.1% | -87.3% | -16.7% |
| 1Y | -2.2% | +74.3% | -76.5% | -12.9% |
| 3Y | +76.9% | +245.8% | -168.9% | +40.7% |
| 5Y | +21.6% | -23.7% | +45.3% | +0.8% |
| All | +55.5% | +110.0% | -54.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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