+54.4%
SCHD vs DFNS
-99.9%
+154.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | -3.1% | -3.3% | +0.2% | -3.1% |
| 30D | -0.8% | -73.1% | +72.3% | -0.9% |
| 3M | +6.2% | -71.4% | +77.6% | +6.3% |
| 6M | +11.8% | -93.8% | +105.7% | +11.8% |
| YTD | +26.0% | -98.0% | +124.0% | +25.8% |
| 1Y | +28.1% | -98.2% | +126.3% | +28.0% |
| All | +54.4% | -99.9% | +154.2% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling