+51,606.1%
SCHW vs DVN
+1,211.3%
+50,394.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -2.8% | +2.5% | -5.3% | -3.4% |
| 30D | -0.1% | +10.2% | -10.2% | -2.8% |
| 3M | +20.6% | +8.1% | +12.5% | +17.4% |
| 6M | +15.9% | +15.9% | +0.1% | +9.9% |
| YTD | +8.5% | +38.2% | -29.8% | -2.5% |
| 1Y | +17.8% | +44.5% | -26.6% | +4.1% |
| 3Y | +88.5% | +5.1% | +83.4% | +77.5% |
| 5Y | +60.6% | +124.3% | -63.7% | +15.8% |
| 10Y | +298.0% | +65.9% | +232.1% | +163.4% |
| All | +51,606.1% | +1,211.3% | +50,394.8% | +23,390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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