+60.2%
SCHD vs DD
+56.1%
+4.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.0% | -3.5% | +1.5% | -0.9% |
| 30D | -0.4% | -11.7% | +11.2% | +3.4% |
| 3M | +5.7% | -9.2% | +15.0% | +8.7% |
| 6M | +11.9% | -7.2% | +19.1% | +13.5% |
| YTD | +26.4% | +6.6% | +19.8% | +21.9% |
| 1Y | +27.6% | +32.0% | -4.4% | +13.8% |
| 3Y | +54.9% | +42.1% | +12.8% | +31.1% |
| All | +60.2% | +56.1% | +4.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling