+295.2%
SCHW vs DPZ
+145.4%
+149.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -2.8% | -8.6% | +5.8% | -1.2% |
| 30D | -0.1% | -11.2% | +11.2% | +2.1% |
| 3M | +20.6% | +1.4% | +19.2% | +19.9% |
| 6M | +15.9% | -19.9% | +35.8% | +20.1% |
| YTD | +8.5% | -23.0% | +31.5% | +13.1% |
| 1Y | +17.8% | -28.2% | +46.1% | +24.3% |
| 3Y | +88.5% | -14.2% | +102.7% | +90.6% |
| 5Y | +60.6% | -33.4% | +94.0% | +65.3% |
| All | +295.2% | +145.4% | +149.8% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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