-2.0%
SCHW vs DOCU
+12.2%
-14.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.2% | -3.4% | +7.6% | +4.7% |
| 30D | -3.8% | +9.3% | -13.1% | -5.1% |
| 3M | -13.6% | +30.2% | -43.8% | -16.9% |
| 6M | +5.3% | +62.1% | -56.8% | -2.6% |
| YTD | -6.0% | +13.5% | -19.5% | -10.1% |
| All | -2.0% | +12.2% | -14.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling