+148.7%
SCHD vs DT
+97.2%
+51.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -1.1% | -4.9% | +3.7% | -0.5% |
| 30D | +1.5% | +2.7% | -1.2% | +1.1% |
| 3M | +7.4% | +20.0% | -12.6% | +4.4% |
| 6M | +12.4% | +28.0% | -15.7% | +7.7% |
| YTD | +27.5% | +16.0% | +11.5% | +23.6% |
| 1Y | +30.0% | +0.7% | +29.3% | +28.5% |
| 3Y | +56.5% | +6.2% | +50.3% | +51.6% |
| 5Y | +60.7% | -28.1% | +88.8% | +59.6% |
| All | +148.7% | +97.2% | +51.5% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling