+63.7%
SCHD vs DOCU
-68.9%
+132.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +8.3% | +12.9% | -4.6% | +7.2% |
| 3M | +5.9% | +35.1% | -29.1% | +3.2% |
| 6M | +15.3% | +76.2% | -60.9% | +9.5% |
| YTD | +34.5% | +17.2% | +17.4% | +31.9% |
| 1Y | +37.2% | +16.4% | +20.8% | +34.4% |
| 3Y | +73.6% | +95.6% | -22.0% | +58.7% |
| 5Y | +63.7% | -68.5% | +132.2% | +55.2% |
| All | +63.7% | -68.9% | +132.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling