+136.2%
SCHD vs DFNS
-99.9%
+236.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +1.5% | -73.2% | +74.7% | +1.4% |
| 3M | +7.4% | -72.4% | +79.9% | +7.5% |
| 6M | +12.4% | -95.2% | +107.6% | +12.3% |
| YTD | +27.5% | -98.0% | +125.5% | +27.3% |
| 1Y | +30.0% | -98.3% | +128.3% | +29.9% |
| 3Y | +56.5% | -99.9% | +156.4% | +55.2% |
| 5Y | +60.7% | -99.9% | +160.5% | +58.4% |
| All | +136.2% | -99.9% | +236.0% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling