+620.1%
DLR vs SCHG
+1,127.0%
-506.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.5% |
| 30D | -1.2% | -2.3% | +1.1% | +0.3% |
| 3M | +2.9% | +4.5% | -1.6% | -0.4% |
| 6M | +6.7% | +13.6% | -6.9% | -2.5% |
| YTD | +23.9% | +7.6% | +16.3% | +17.3% |
| 1Y | +18.6% | +13.0% | +5.6% | +8.5% |
| 3Y | +59.7% | +87.0% | -27.3% | +2.7% |
| 5Y | +42.1% | +82.9% | -40.8% | -9.1% |
| 10Y | +176.7% | +453.6% | -276.9% | -21.8% |
| All | +620.1% | +1,127.0% | -506.9% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling