+79.1%
SCHW vs DOCN
+205.3%
-126.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.6% | -14.9% | -3.4% |
| 7D | -1.3% | +16.3% | -17.6% | -2.8% |
| 30D | -0.4% | +2.0% | -2.4% | -0.9% |
| 3M | +21.7% | -25.2% | +46.9% | +24.0% |
| 6M | +13.0% | +132.7% | -119.7% | -0.3% |
| YTD | +8.0% | +163.3% | -155.3% | -6.5% |
| 1Y | +15.8% | +280.3% | -264.5% | -4.7% |
| 3Y | +87.7% | +371.8% | -284.1% | +45.9% |
| 5Y | +59.7% | +87.1% | -27.4% | +29.6% |
| All | +79.1% | +205.3% | -126.2% | +47.0% |
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