+553.0%
SCHD vs DD
+294.5%
+258.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | 0.0% |
| 7D | -2.6% | -3.8% | +1.1% | -1.3% |
| 30D | -0.3% | -9.2% | +8.9% | +3.0% |
| 3M | +6.1% | -9.0% | +15.1% | +9.2% |
| 6M | +11.7% | -5.0% | +16.7% | +12.6% |
| YTD | +26.3% | +7.4% | +18.9% | +21.5% |
| 1Y | +28.8% | +35.1% | -6.4% | +13.5% |
| 3Y | +55.0% | +43.2% | +11.8% | +30.5% |
| 5Y | +60.0% | +59.6% | +0.4% | +27.0% |
| 10Y | +243.1% | +66.5% | +176.6% | +144.5% |
| All | +553.0% | +294.5% | +258.5% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling