+84.5%
SCHD vs DOCN
+110.0%
-25.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.6% | -9.1% | 0.0% |
| 7D | -0.5% | +3.7% | -4.3% | -0.8% |
| 30D | +8.3% | -33.7% | +42.0% | +10.4% |
| 3M | +5.9% | -27.9% | +33.8% | +7.1% |
| 6M | +15.3% | -46.4% | +61.7% | +18.1% |
| YTD | +34.5% | +81.1% | -46.6% | +24.4% |
| 1Y | +37.2% | +74.3% | -37.1% | +27.1% |
| 3Y | +73.6% | +245.8% | -172.2% | +48.8% |
| 5Y | +63.7% | -23.7% | +87.4% | +43.4% |
| All | +84.5% | +110.0% | -25.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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