+60.2%
SCHD vs DT
-27.6%
+87.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +5.7% | +26.5% | -20.8% | +2.5% |
| 6M | +11.9% | +35.9% | -24.1% | +7.0% |
| YTD | +26.4% | +17.8% | +8.6% | +23.0% |
| 1Y | +27.6% | +4.1% | +23.6% | +26.2% |
| 3Y | +54.9% | +5.3% | +49.6% | +51.0% |
| All | +60.2% | -27.6% | +87.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling