+559.1%
SCHD vs DPZ
+1,272.8%
-713.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.8% |
| 7D | -1.1% | -1.5% | +0.3% | -0.9% |
| 30D | +1.5% | -4.4% | +5.9% | +2.2% |
| 3M | +7.4% | +7.6% | -0.2% | +5.7% |
| 6M | +12.4% | -16.9% | +29.3% | +15.5% |
| YTD | +27.5% | -18.6% | +46.1% | +31.5% |
| 1Y | +30.0% | -26.7% | +56.7% | +36.4% |
| 3Y | +56.5% | -9.3% | +65.8% | +56.3% |
| 5Y | +60.7% | -31.0% | +91.7% | +65.7% |
| 10Y | +237.8% | +152.4% | +85.4% | +160.8% |
| All | +559.1% | +1,272.8% | -713.6% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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