+87.7%
SCHW vs DOCN
+408.0%
-320.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.6% | -14.9% | -3.2% |
| 7D | -1.3% | +16.3% | -17.6% | -2.6% |
| 30D | -0.4% | +2.0% | -2.4% | -0.8% |
| 3M | +21.7% | -25.2% | +46.9% | +24.0% |
| 6M | +13.0% | +132.7% | -119.7% | -1.0% |
| YTD | +8.0% | +163.3% | -155.3% | -7.5% |
| 1Y | +15.8% | +280.3% | -264.5% | -6.8% |
| 3Y | +87.7% | +371.8% | -284.1% | +38.2% |
| All | +87.7% | +408.0% | -320.3% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling