+551.1%
SCHD vs DUK
+268.1%
+283.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.4% |
| 30D | -0.8% | -2.2% | +1.4% | +0.1% |
| 3M | +6.2% | -3.7% | +9.9% | +7.7% |
| 6M | +11.8% | -6.3% | +18.2% | +14.7% |
| YTD | +26.0% | +4.5% | +21.5% | +23.1% |
| 1Y | +28.1% | +1.8% | +26.3% | +26.4% |
| 3Y | +54.6% | +46.8% | +7.8% | +28.0% |
| 5Y | +60.3% | +40.2% | +20.1% | +34.1% |
| 10Y | +242.1% | +129.8% | +112.3% | +130.5% |
| All | +551.1% | +268.1% | +283.0% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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