+105.1%
SCHD vs DASH
-5.8%
+110.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.7% | -4.5% | +7.2% | +3.1% |
| 30D | +7.1% | -6.8% | +13.9% | +7.6% |
| 3M | +5.7% | -20.7% | +26.4% | +7.4% |
| 6M | +15.6% | +15.1% | +0.5% | +13.9% |
| YTD | +34.9% | -24.3% | +59.2% | +36.9% |
| 1Y | +37.4% | -12.1% | +49.5% | +37.6% |
| 3Y | +74.5% | +91.1% | -16.5% | +63.0% |
| 5Y | +63.7% | -30.3% | +93.9% | +51.0% |
| All | +105.1% | -5.8% | +110.9% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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