+566.6%
SCHD vs DOC
+36.6%
+530.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +3.4% | -4.8% | +8.2% | +4.9% |
| 3M | +7.6% | +6.9% | +0.7% | +5.3% |
| 6M | +12.2% | +20.7% | -8.6% | +4.8% |
| YTD | +29.0% | +34.1% | -5.2% | +16.3% |
| 1Y | +30.3% | +22.6% | +7.6% | +20.6% |
| 3Y | +56.1% | +20.8% | +35.3% | +43.3% |
| 5Y | +60.4% | -24.9% | +85.3% | +69.3% |
| 10Y | +241.3% | -1.8% | +243.1% | +217.0% |
| All | +566.6% | +36.6% | +530.0% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling