+55.4%
SCHW vs DOCN
+88.7%
-33.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.7% | +0.7% |
| 7D | +4.5% | -12.8% | +17.3% | +5.6% |
| 30D | -4.1% | -41.9% | +37.8% | +0.1% |
| 3M | -13.6% | -36.9% | +23.4% | -10.9% |
| 6M | +5.0% | -52.2% | +57.2% | +10.3% |
| YTD | -6.3% | +62.7% | -69.0% | -15.9% |
| 1Y | -1.4% | +58.2% | -59.6% | -11.4% |
| 3Y | +77.6% | +219.5% | -141.8% | +42.2% |
| 5Y | +22.7% | -32.9% | +55.6% | +2.7% |
| All | +55.4% | +88.7% | -33.3% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling