+106.3%
DAL vs SCCO
+339.1%
-232.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -3.2% |
| 7D | +3.4% | +3.4% | -0.1% | +2.1% |
| 30D | -13.6% | +6.6% | -20.2% | -15.9% |
| 3M | +1.2% | +24.5% | -23.3% | -7.5% |
| 6M | +34.5% | +16.5% | +18.0% | +24.3% |
| YTD | +14.7% | +52.1% | -37.5% | -6.4% |
| 1Y | +29.2% | +114.2% | -84.9% | -8.8% |
| 3Y | +100.0% | +207.4% | -107.4% | +18.8% |
| 5Y | +106.3% | +353.7% | -247.4% | +4.8% |
| All | +106.3% | +339.1% | -232.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling