+566.6%
SCHD vs DECK
+414.6%
+152.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | +3.4% | -13.6% | +17.0% | +5.5% |
| 3M | +7.6% | -21.2% | +28.9% | +11.1% |
| 6M | +12.2% | -21.1% | +33.2% | +15.4% |
| YTD | +29.0% | -17.2% | +46.2% | +31.3% |
| 1Y | +30.3% | -30.7% | +61.0% | +35.5% |
| 3Y | +56.1% | -3.4% | +59.5% | +49.4% |
| 5Y | +60.4% | +25.5% | +34.9% | +44.3% |
| 10Y | +241.3% | +714.7% | -473.4% | +139.8% |
| All | +566.6% | +414.6% | +152.0% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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