+553.6%
SCHD vs DLR
+470.9%
+82.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -0.4% | -4.3% | +3.9% | +0.6% |
| 3M | +5.7% | +3.8% | +1.9% | +4.3% |
| 6M | +11.9% | +5.8% | +6.0% | +9.7% |
| YTD | +26.4% | +23.5% | +2.9% | +19.0% |
| 1Y | +27.6% | +11.1% | +16.5% | +23.1% |
| 3Y | +54.9% | +57.9% | -2.9% | +34.0% |
| 5Y | +60.9% | +44.0% | +17.0% | +39.8% |
| 10Y | +243.4% | +176.0% | +67.5% | +149.1% |
| All | +553.6% | +470.9% | +82.7% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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