+33.9%
SCHW vs DOCS
-19.4%
+53.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -4.4% | +8.7% | -13.1% | -5.1% |
| 3M | -15.9% | +32.9% | -48.7% | -18.1% |
| 6M | +2.0% | +25.5% | -23.5% | -1.1% |
| YTD | -7.3% | -25.0% | +17.7% | -6.2% |
| 1Y | -4.9% | -34.9% | +29.9% | -2.7% |
| 3Y | +74.9% | +39.3% | +35.6% | +62.5% |
| 5Y | +19.2% | -54.8% | +74.0% | +15.3% |
| All | +33.9% | -19.4% | +53.3% | +29.2% |
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