+119.3%
SCHW vs DOCU
+80.0%
+39.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.5% |
| 7D | -0.8% | +6.9% | -7.7% | -1.7% |
| 30D | +1.5% | +19.0% | -17.5% | -1.1% |
| 3M | +24.6% | +34.3% | -9.7% | +19.0% |
| 6M | +14.5% | +48.0% | -33.5% | +7.6% |
| YTD | +10.5% | 0.0% | +10.5% | +9.2% |
| 1Y | +13.4% | -10.3% | +23.6% | +13.3% |
| 3Y | +88.3% | +32.4% | +55.9% | +74.1% |
| 5Y | +62.1% | -77.9% | +140.0% | +70.2% |
| All | +119.3% | +80.0% | +39.3% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling