+238.6%
SCHD vs DRI
+353.8%
-115.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.1% |
| 7D | -2.0% | -3.2% | +1.3% | -1.2% |
| 30D | -0.4% | -7.8% | +7.4% | +1.6% |
| 3M | +5.7% | +0.4% | +5.4% | +5.4% |
| 6M | +11.9% | +4.8% | +7.1% | +10.1% |
| YTD | +26.4% | +16.7% | +9.7% | +20.8% |
| 1Y | +27.6% | +1.5% | +26.1% | +26.0% |
| 3Y | +54.9% | +56.3% | -1.3% | +35.7% |
| 5Y | +60.9% | +66.4% | -5.5% | +36.8% |
| All | +238.6% | +353.8% | -115.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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