+15.8%
SCHW vs DOCN
+286.0%
-270.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.6% | -14.9% | -2.3% |
| 7D | -1.3% | +16.3% | -17.6% | -1.4% |
| 30D | -0.4% | +2.0% | -2.4% | -0.4% |
| 3M | +21.7% | -25.2% | +46.9% | +22.5% |
| 6M | +13.0% | +132.7% | -119.7% | +7.2% |
| YTD | +8.0% | +163.3% | -155.3% | +1.3% |
| 1Y | +15.8% | +280.3% | -264.5% | +7.8% |
| All | +15.8% | +286.0% | -270.2% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling