+115.6%
DT vs SCHG
+240.7%
-125.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | -2.5% | -2.7% | +0.2% | +0.5% |
| 30D | +3.5% | -2.2% | +5.8% | +6.3% |
| 3M | +26.7% | +6.2% | +20.5% | +18.4% |
| 6M | +36.1% | +13.4% | +22.8% | +17.6% |
| YTD | +18.6% | +7.1% | +11.5% | +9.6% |
| 1Y | +7.9% | +12.5% | -4.6% | -6.3% |
| 3Y | +8.6% | +86.2% | -77.6% | -50.1% |
| 5Y | -26.7% | +83.9% | -110.6% | -64.7% |
| All | +115.6% | +240.7% | -125.1% | -50.2% |
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