+351.3%
DAL vs SCCO
+1,673.2%
-1,321.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +0.1% | -5.3% | +5.4% | +2.2% |
| 30D | -13.9% | +2.7% | -16.6% | -15.2% |
| 3M | +1.1% | +4.2% | -3.1% | -2.0% |
| 6M | +26.2% | -0.6% | +26.9% | +23.6% |
| YTD | +16.4% | +45.0% | -28.5% | -3.3% |
| 1Y | +33.9% | +109.3% | -75.5% | -4.5% |
| 3Y | +93.4% | +180.8% | -87.4% | +19.7% |
| 5Y | +106.4% | +314.3% | -207.9% | +5.9% |
| 10Y | +143.0% | +1,083.3% | -940.3% | -18.9% |
| All | +351.3% | +1,673.2% | -1,321.9% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling