+566.6%
SCHD vs DAR
+412.1%
+154.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.6% |
| 30D | +3.4% | +12.8% | -9.3% | +0.5% |
| 3M | +7.6% | +7.4% | +0.3% | +5.5% |
| 6M | +12.2% | +22.3% | -10.1% | +6.5% |
| YTD | +29.0% | +81.1% | -52.1% | +12.0% |
| 1Y | +30.3% | +106.5% | -76.2% | +9.2% |
| 3Y | +56.1% | +5.3% | +50.9% | +47.9% |
| 5Y | +60.4% | -11.5% | +72.0% | +53.3% |
| 10Y | +241.3% | +353.3% | -112.1% | +107.5% |
| All | +566.6% | +412.1% | +154.5% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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