+92.1%
SCHD vs DASH
+8.4%
+83.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.6% | -12.8% | +10.2% | -1.6% |
| 30D | -0.3% | -6.0% | +5.7% | +0.1% |
| 3M | +6.1% | +26.7% | -20.6% | +4.0% |
| 6M | +11.7% | +11.7% | 0.0% | +10.4% |
| YTD | +26.3% | -12.9% | +39.2% | +27.1% |
| 1Y | +28.8% | -23.1% | +51.9% | +30.4% |
| 3Y | +55.0% | +140.0% | -85.0% | +42.3% |
| 5Y | +60.0% | -5.1% | +65.1% | +45.8% |
| All | +92.1% | +8.4% | +83.7% | +73.9% |
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