+61.3%
SCHW vs ONON
-24.2%
+85.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -5.3% | +2.6% | -1.9% |
| 30D | -0.1% | -13.1% | +13.1% | +2.2% |
| 3M | +20.6% | -29.3% | +49.9% | +26.5% |
| 6M | +15.9% | -34.5% | +50.5% | +22.7% |
| YTD | +8.5% | -42.2% | +50.7% | +17.0% |
| 1Y | +17.8% | -37.3% | +55.2% | +24.7% |
| 3Y | +88.5% | -9.3% | +97.8% | +80.6% |
| All | +61.3% | -24.2% | +85.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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