+60.2%
SCHD vs DDOG
+61.1%
-1.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | +5.7% | -5.6% | +11.3% | +5.6% |
| 6M | +11.9% | +73.5% | -61.6% | +6.5% |
| YTD | +26.4% | +62.7% | -36.2% | +20.5% |
| 1Y | +27.6% | +59.0% | -31.4% | +21.3% |
| 3Y | +54.9% | +117.1% | -62.2% | +40.9% |
| All | +60.2% | +61.1% | -1.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling