+54.4%
SCHD vs JD
-8.0%
+62.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.9% |
| 30D | -0.8% | -15.4% | +14.5% | +0.4% |
| 3M | +6.2% | -5.0% | +11.2% | +6.5% |
| 6M | +11.8% | +0.9% | +10.9% | +11.4% |
| YTD | +26.0% | -2.5% | +28.5% | +25.8% |
| 1Y | +28.1% | -16.0% | +44.2% | +29.4% |
| All | +54.4% | -8.0% | +62.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling