+597.4%
SCHD vs DXCM
+3,111.2%
-2,513.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +2.7% | +4.9% | -2.2% | +2.3% |
| 30D | +7.1% | -0.2% | +7.3% | +7.1% |
| 3M | +5.7% | -8.9% | +14.7% | +6.5% |
| 6M | +15.6% | +42.3% | -26.7% | +11.6% |
| YTD | +34.9% | +25.6% | +9.4% | +31.5% |
| 1Y | +37.4% | +39.5% | -2.2% | +32.5% |
| 3Y | +74.5% | -15.3% | +89.8% | +71.4% |
| 5Y | +63.7% | -48.4% | +112.1% | +64.9% |
| 10Y | +259.1% | +411.4% | -152.3% | +190.9% |
| All | +597.4% | +3,111.2% | -2,513.8% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling