+194.6%
SCHD vs DOCU
+104.4%
+90.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.8% | -3.4% | +4.1% | +1.1% |
| 30D | +8.4% | +9.3% | -0.8% | +7.6% |
| 3M | +5.6% | +30.2% | -24.6% | +3.2% |
| 6M | +15.1% | +62.1% | -47.0% | +10.2% |
| YTD | +33.8% | +13.5% | +20.3% | +31.5% |
| 1Y | +38.5% | +11.5% | +27.0% | +36.2% |
| 3Y | +72.7% | +89.5% | -16.8% | +59.2% |
| 5Y | +63.1% | -69.6% | +132.7% | +64.8% |
| All | +194.6% | +104.4% | +90.2% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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