+41.8%
SCHD vs OWL
-28.0%
+69.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.7% |
| 7D | +3.2% | +10.1% | -6.9% | +2.6% |
| 30D | +10.7% | +18.7% | -8.1% | +9.6% |
| 3M | +7.8% | -6.2% | +14.0% | +7.9% |
| 6M | +16.7% | +9.8% | +6.9% | +16.0% |
| YTD | +35.3% | -24.2% | +59.4% | +37.9% |
| 1Y | +41.8% | -26.6% | +68.3% | +44.3% |
| All | +41.8% | -28.0% | +69.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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