+189.2%
SCHD vs DOCU
+104.2%
+84.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -1.7% | -5.5% | +3.8% | -1.2% |
| 30D | +7.7% | +12.6% | -4.9% | +6.7% |
| 3M | +5.2% | +36.4% | -31.2% | +2.4% |
| 6M | +12.9% | +66.8% | -53.9% | +7.8% |
| YTD | +31.4% | +13.5% | +17.9% | +29.1% |
| 1Y | +37.3% | +11.3% | +26.0% | +35.0% |
| 3Y | +68.3% | +92.1% | -23.7% | +55.0% |
| 5Y | +59.9% | -71.0% | +130.9% | +62.1% |
| All | +189.2% | +104.2% | +84.9% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling