+135.0%
DAL vs SCCO
+1,159.3%
-1,024.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.8% | +2.4% | -1.7% | -0.4% |
| 30D | -11.7% | +6.4% | -18.1% | -14.6% |
| 3M | -2.7% | +21.6% | -24.3% | -12.0% |
| 6M | +30.7% | +13.4% | +17.3% | +20.1% |
| YTD | +14.4% | +52.6% | -38.3% | -10.4% |
| 1Y | +31.2% | +122.4% | -91.2% | -14.7% |
| 3Y | +99.4% | +208.5% | -109.0% | +6.4% |
| 5Y | +98.6% | +353.9% | -255.4% | -16.9% |
| 10Y | +135.0% | +1,187.3% | -1,052.3% | -43.4% |
| All | +135.0% | +1,159.3% | -1,024.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling