+90.8%
SCHW vs DOCU
+33.7%
+57.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.5% |
| 7D | -0.8% | +6.9% | -7.7% | -1.8% |
| 30D | +1.5% | +19.0% | -17.5% | -1.4% |
| 3M | +24.6% | +34.3% | -9.7% | +18.4% |
| 6M | +14.5% | +48.0% | -33.5% | +6.9% |
| YTD | +10.5% | 0.0% | +10.5% | +8.9% |
| 1Y | +13.4% | -10.3% | +23.6% | +13.2% |
| All | +90.8% | +33.7% | +57.2% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling