+59.6%
SCHW vs DRI
+63.6%
-4.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -2.8% | -4.8% | +2.1% | -0.9% |
| 30D | -0.1% | -5.2% | +5.1% | +1.9% |
| 3M | +20.6% | +2.7% | +17.8% | +18.8% |
| 6M | +15.9% | +3.6% | +12.3% | +13.5% |
| YTD | +8.5% | +15.4% | -6.9% | +1.4% |
| 1Y | +17.8% | +1.3% | +16.6% | +15.7% |
| 3Y | +88.5% | +53.1% | +35.4% | +49.6% |
| All | +59.6% | +63.6% | -4.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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