+54.4%
SCHD vs DDOG
+125.8%
-71.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.1% | +3.2% | -6.3% | -3.2% |
| 30D | -0.8% | -10.2% | +9.3% | -0.5% |
| 3M | +6.2% | -2.6% | +8.8% | +6.0% |
| 6M | +11.8% | +80.1% | -68.3% | +8.3% |
| YTD | +26.0% | +63.0% | -37.1% | +22.4% |
| 1Y | +28.1% | +59.4% | -31.2% | +24.2% |
| All | +54.4% | +125.8% | -71.5% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling