+102.5%
SCHD vs DASH
-0.6%
+103.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | -0.7% | -4.8% | +4.1% | -0.4% |
| 30D | +7.9% | -7.9% | +15.8% | +8.5% |
| 3M | +6.0% | -16.3% | +22.3% | +7.2% |
| 6M | +14.5% | +10.4% | +4.2% | +13.2% |
| YTD | +33.2% | -20.1% | +53.3% | +34.6% |
| 1Y | +38.1% | -11.4% | +49.5% | +38.3% |
| 3Y | +73.5% | +114.1% | -40.6% | +60.7% |
| 5Y | +62.5% | -5.8% | +68.2% | +48.6% |
| All | +102.5% | -0.6% | +103.0% | +84.2% |
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