+35.4%
SCHW vs DOCS
-20.2%
+55.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.3% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | -4.1% | +7.8% | -11.9% | -4.8% |
| 3M | -13.6% | +20.0% | -33.5% | -15.1% |
| 6M | +5.0% | +26.5% | -21.6% | +1.7% |
| YTD | -6.3% | -25.8% | +19.5% | -5.1% |
| 1Y | -1.4% | -39.5% | +38.1% | +1.6% |
| 3Y | +77.6% | +60.3% | +17.3% | +62.6% |
| 5Y | +22.7% | -57.0% | +79.8% | +18.9% |
| All | +35.4% | -20.2% | +55.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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