+551.1%
SCHD vs DVN
+25.4%
+525.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -3.1% | +2.5% | -5.6% | -3.6% |
| 30D | -0.8% | +10.2% | -11.0% | -2.6% |
| 3M | +6.2% | +8.1% | -1.9% | +4.4% |
| 6M | +11.8% | +15.9% | -4.1% | +8.1% |
| YTD | +26.0% | +38.2% | -12.3% | +17.7% |
| 1Y | +28.1% | +44.5% | -16.3% | +18.5% |
| 3Y | +54.6% | +5.1% | +49.4% | +49.1% |
| 5Y | +60.3% | +124.3% | -64.0% | +30.4% |
| 10Y | +242.1% | +65.9% | +176.2% | +152.8% |
| All | +551.1% | +25.4% | +525.7% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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