+294.9%
SCHW vs O
+54.0%
+240.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -2.9% | +1.0% | -0.9% |
| 30D | -1.6% | -4.5% | +2.9% | -0.2% |
| 3M | +21.3% | -2.6% | +23.9% | +22.2% |
| 6M | +16.5% | -5.6% | +22.1% | +18.3% |
| YTD | +8.4% | +9.3% | -0.9% | +4.6% |
| 1Y | +15.6% | +4.3% | +11.3% | +13.2% |
| 3Y | +86.8% | +27.4% | +59.4% | +69.2% |
| 5Y | +60.5% | +17.1% | +43.5% | +49.5% |
| All | +294.9% | +54.0% | +240.9% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling