+61.2%
SCHD vs DUOL
-1.5%
+62.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | -2.6% | -11.8% | +9.2% | -2.1% |
| 30D | -0.3% | +1.5% | -1.8% | -0.4% |
| 3M | +6.1% | +18.1% | -12.1% | +5.0% |
| 6M | +11.7% | +38.7% | -26.9% | +9.5% |
| YTD | +26.3% | -20.7% | +47.0% | +27.2% |
| 1Y | +28.8% | -49.1% | +77.8% | +32.1% |
| 3Y | +55.0% | -11.0% | +66.1% | +51.3% |
| 5Y | +60.0% | -18.0% | +78.0% | +49.0% |
| All | +61.2% | -1.5% | +62.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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