+79.4%
SCHW vs DOCN
+245.3%
-165.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.0% |
| 7D | +2.0% | +19.1% | -17.1% | +0.8% |
| 30D | -3.6% | -21.0% | +17.4% | -2.4% |
| 3M | -15.0% | -34.7% | +19.8% | -13.1% |
| 6M | +2.6% | -45.8% | +48.4% | +5.9% |
| YTD | -5.7% | +79.4% | -85.1% | -17.1% |
| 1Y | -0.9% | +91.0% | -91.9% | -13.8% |
| 3Y | +79.4% | +237.5% | -158.1% | +32.6% |
| All | +79.4% | +245.3% | -165.9% | +32.6% |
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