+258.1%
SCHD vs DOC
+23.6%
+234.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.5% | +1.0% | -1.6% | -0.9% |
| 30D | +8.3% | +8.1% | +0.2% | +5.5% |
| 3M | +5.9% | +0.9% | +5.0% | +5.5% |
| 6M | +15.3% | +6.3% | +9.0% | +12.6% |
| YTD | +34.5% | +33.8% | +0.8% | +20.4% |
| 1Y | +37.2% | +21.6% | +15.5% | +26.8% |
| 3Y | +73.6% | +53.4% | +20.2% | +45.9% |
| 5Y | +63.7% | -21.0% | +84.7% | +71.0% |
| 10Y | +258.1% | +22.5% | +235.6% | +220.1% |
| All | +258.1% | +23.6% | +234.5% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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