+1,594.4%
SCHW vs DPZ
+5,326.0%
-3,731.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.7% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | -0.4% | -4.4% | +4.0% | +1.0% |
| 3M | +21.7% | +7.6% | +14.0% | +18.0% |
| 6M | +13.0% | -16.9% | +29.9% | +19.0% |
| YTD | +8.0% | -18.6% | +26.7% | +14.3% |
| 1Y | +15.8% | -26.7% | +42.5% | +26.7% |
| 3Y | +87.7% | -9.3% | +97.0% | +86.2% |
| 5Y | +59.7% | -31.0% | +90.7% | +69.6% |
| 10Y | +292.9% | +152.4% | +140.5% | +126.5% |
| All | +1,594.4% | +5,326.0% | -3,731.6% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling