+62.1%
SCHW vs DOCU
-78.0%
+140.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.6% |
| 7D | -0.8% | +6.9% | -7.7% | -1.9% |
| 30D | +1.5% | +19.0% | -17.5% | -1.6% |
| 3M | +24.6% | +34.3% | -9.7% | +17.9% |
| 6M | +14.5% | +48.0% | -33.5% | +6.3% |
| YTD | +10.5% | 0.0% | +10.5% | +8.9% |
| 1Y | +13.4% | -10.3% | +23.6% | +13.3% |
| 3Y | +88.3% | +32.4% | +55.9% | +70.1% |
| All | +62.1% | -78.0% | +140.1% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling