+4,389.4%
SCHW vs DVA
+5,124.5%
-735.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -1.3% | -0.5% | -1.6% |
| 30D | -1.6% | 0.0% | -1.7% | -1.7% |
| 3M | +21.3% | -10.9% | +32.2% | +23.5% |
| 6M | +16.5% | +17.3% | -0.8% | +10.8% |
| YTD | +8.4% | +59.8% | -51.4% | -4.6% |
| 1Y | +15.6% | +36.3% | -20.6% | +5.2% |
| 3Y | +86.8% | +88.6% | -1.8% | +54.0% |
| 5Y | +60.5% | +47.5% | +13.0% | +35.8% |
| 10Y | +297.7% | +185.2% | +112.5% | +181.8% |
| All | +4,389.4% | +5,124.5% | -735.0% | +1,995.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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