+27.1%
SCHD vs DXCM
+10.8%
+16.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.3% |
| 7D | -3.1% | -5.8% | +2.7% | -2.7% |
| 30D | -0.8% | -5.6% | +4.8% | -0.4% |
| 3M | +6.2% | +13.0% | -6.8% | +5.2% |
| 6M | +11.8% | +24.7% | -12.9% | +10.2% |
| YTD | +26.0% | +27.3% | -1.4% | +23.9% |
| All | +27.1% | +10.8% | +16.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling