+176.5%
DLR vs SCHG
+459.0%
-282.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.8% |
| 30D | -4.3% | -1.3% | -3.0% | -3.5% |
| 3M | +3.8% | +5.4% | -1.6% | 0.0% |
| 6M | +5.8% | +14.4% | -8.6% | -3.5% |
| YTD | +23.5% | +8.0% | +15.5% | +16.9% |
| 1Y | +11.1% | +12.7% | -1.6% | +2.0% |
| 3Y | +57.9% | +85.6% | -27.7% | +3.3% |
| 5Y | +44.0% | +85.5% | -41.6% | -7.9% |
| All | +176.5% | +459.0% | -282.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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