+5.3%
DT vs SCHG
+86.3%
-81.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.4% |
| 7D | -1.6% | -1.0% | -0.6% | -0.8% |
| 30D | +3.0% | -1.3% | +4.3% | +4.2% |
| 3M | +26.5% | +5.4% | +21.1% | +21.5% |
| 6M | +35.9% | +14.4% | +21.5% | +22.4% |
| YTD | +17.8% | +8.0% | +9.8% | +11.3% |
| 1Y | +4.1% | +12.7% | -8.7% | -5.2% |
| 3Y | +5.3% | +85.6% | -80.3% | -41.5% |
| All | +5.3% | +86.3% | -81.0% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling