+5,809.7%
SCHW vs DRI
+7,437.5%
-1,627.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -1.3% | -1.2% | -0.1% | -0.9% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +21.7% | +9.5% | +12.2% | +17.2% |
| 6M | +13.0% | +6.5% | +6.5% | +9.6% |
| YTD | +8.0% | +18.4% | -10.4% | +0.5% |
| 1Y | +15.8% | +4.2% | +11.6% | +12.5% |
| 3Y | +87.7% | +57.1% | +30.6% | +53.5% |
| 5Y | +59.7% | +70.4% | -10.8% | +25.4% |
| 10Y | +292.9% | +354.0% | -61.2% | +92.1% |
| All | +5,809.7% | +7,437.5% | -1,627.8% | +1,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling