+72.6%
SCHD vs DOCS
-21.3%
+93.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +0.8% | -0.6% | +1.3% | +0.8% |
| 30D | +8.4% | +6.3% | +2.1% | +8.1% |
| 3M | +5.6% | +26.5% | -20.9% | +4.4% |
| 6M | +15.1% | +24.8% | -9.7% | +13.3% |
| YTD | +33.8% | -26.8% | +60.6% | +35.0% |
| 1Y | +38.5% | -38.3% | +76.8% | +40.9% |
| 3Y | +72.7% | +36.0% | +36.7% | +65.2% |
| 5Y | +63.1% | -55.0% | +118.1% | +58.6% |
| All | +72.6% | -21.3% | +93.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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