+137.8%
SCHD vs DDOG
+448.2%
-310.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.0% | +3.9% | -5.8% | -2.2% |
| 30D | -0.4% | -8.2% | +7.8% | +0.1% |
| 3M | +5.7% | -5.6% | +11.3% | +5.6% |
| 6M | +11.9% | +73.5% | -61.6% | +6.0% |
| YTD | +26.4% | +62.7% | -36.2% | +19.9% |
| 1Y | +27.6% | +59.0% | -31.4% | +20.7% |
| 3Y | +54.9% | +117.1% | -62.2% | +40.2% |
| 5Y | +60.9% | +61.3% | -0.4% | +43.9% |
| All | +137.8% | +448.2% | -310.4% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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