+566.6%
SCHD vs DRI
+740.9%
-174.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +3.4% | +3.8% | -0.4% | +2.4% |
| 3M | +7.6% | +13.0% | -5.4% | +4.1% |
| 6M | +12.2% | +8.3% | +3.8% | +9.4% |
| YTD | +29.0% | +20.6% | +8.3% | +22.2% |
| 1Y | +30.3% | +6.5% | +23.8% | +27.1% |
| 3Y | +56.1% | +53.7% | +2.4% | +37.3% |
| 5Y | +60.4% | +72.7% | -12.3% | +35.2% |
| 10Y | +241.3% | +363.2% | -121.9% | +114.7% |
| All | +566.6% | +740.9% | -174.3% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling