+146.6%
SCHD vs DT
+100.3%
+46.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.8% |
| 30D | -0.4% | +3.0% | -3.5% | -0.9% |
| 3M | +5.7% | +26.5% | -20.8% | +2.1% |
| 6M | +11.9% | +35.9% | -24.1% | +6.4% |
| YTD | +26.4% | +17.8% | +8.6% | +22.3% |
| 1Y | +27.6% | +4.1% | +23.6% | +25.6% |
| 3Y | +54.9% | +5.3% | +49.6% | +50.3% |
| 5Y | +60.9% | -27.2% | +88.1% | +59.5% |
| All | +146.6% | +100.3% | +46.3% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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