+583.9%
SCHD vs DOC
+34.5%
+549.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -0.5% | +6.2% | -6.8% | -2.4% |
| 30D | +7.8% | +6.5% | +1.4% | +5.7% |
| 3M | +6.1% | -6.2% | +12.4% | +8.0% |
| 6M | +13.6% | +25.6% | -12.0% | +4.8% |
| YTD | +32.3% | +32.1% | +0.2% | +19.7% |
| 1Y | +38.0% | +20.3% | +17.7% | +28.6% |
| 3Y | +68.8% | +42.7% | +26.0% | +46.9% |
| 5Y | +61.0% | -22.2% | +83.2% | +68.0% |
| 10Y | +263.4% | +16.5% | +246.8% | +223.8% |
| All | +583.9% | +34.5% | +549.4% | +423.0% |
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