+137.6%
SCHD vs DDOG
+458.3%
-320.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.4% |
| 7D | -2.6% | +7.7% | -10.3% | -3.2% |
| 30D | -0.3% | -13.6% | +13.3% | +0.6% |
| 3M | +6.1% | -0.9% | +7.0% | +5.6% |
| 6M | +11.7% | +75.2% | -63.5% | +5.8% |
| YTD | +26.3% | +65.7% | -39.3% | +19.7% |
| 1Y | +28.8% | +60.4% | -31.6% | +21.8% |
| 3Y | +55.0% | +130.7% | -75.6% | +39.6% |
| 5Y | +60.0% | +59.9% | +0.2% | +43.3% |
| All | +137.6% | +458.3% | -320.7% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling