+583.9%
SCHD vs DECK
+426.1%
+157.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.0% |
| 7D | -0.5% | +6.0% | -6.6% | -1.4% |
| 30D | +7.8% | +7.4% | +0.4% | +6.7% |
| 3M | +6.1% | -11.7% | +17.8% | +7.8% |
| 6M | +13.6% | -11.0% | +24.5% | +14.9% |
| YTD | +32.3% | -15.4% | +47.7% | +34.2% |
| 1Y | +38.0% | +7.2% | +30.7% | +35.2% |
| 3Y | +68.8% | -11.8% | +80.6% | +64.1% |
| 5Y | +61.0% | +24.3% | +36.7% | +45.3% |
| 10Y | +263.4% | +907.5% | -644.2% | +150.2% |
| All | +583.9% | +426.1% | +157.8% | +396.6% |
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