+86.1%
SCHW vs DOCU
+104.6%
-18.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +4.5% | -4.8% | +9.3% | +5.2% |
| 30D | -4.1% | +9.4% | -13.5% | -5.4% |
| 3M | -13.6% | +29.0% | -42.6% | -16.8% |
| 6M | +5.0% | +62.3% | -57.4% | -2.5% |
| YTD | -6.3% | +13.7% | -19.9% | -9.1% |
| 1Y | -1.4% | +11.5% | -12.9% | -4.2% |
| 3Y | +77.6% | +94.2% | -16.6% | +55.9% |
| 5Y | +22.7% | -71.7% | +94.5% | +25.2% |
| All | +86.1% | +104.6% | -18.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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