+134.2%
SCHD vs DFNS
-99.9%
+234.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.4% |
| 7D | -2.0% | -6.3% | +4.4% | -2.0% |
| 30D | -0.4% | -74.0% | +73.6% | -0.5% |
| 3M | +5.7% | -70.1% | +75.9% | +5.9% |
| 6M | +11.9% | -93.9% | +105.8% | +11.9% |
| YTD | +26.4% | -98.1% | +124.5% | +26.3% |
| 1Y | +27.6% | -98.3% | +125.9% | +27.5% |
| 3Y | +54.9% | -99.9% | +154.8% | +53.6% |
| 5Y | +60.9% | -99.9% | +160.8% | +58.6% |
| All | +134.2% | -99.9% | +234.1% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling