+418.2%
DAL vs SCCO
+1,486.0%
-1,067.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.2% | 0.0% | +3.3% |
| 7D | +10.0% | -0.9% | +10.9% | +10.5% |
| 30D | +12.0% | -15.0% | +27.1% | +18.9% |
| 3M | +0.8% | -9.1% | +9.9% | +3.4% |
| 6M | +26.2% | -0.9% | +27.1% | +23.7% |
| YTD | +33.7% | +29.7% | +4.0% | +15.2% |
| 1Y | +57.6% | +38.2% | +19.4% | +32.4% |
| 3Y | +183.5% | +191.5% | -8.0% | +72.0% |
| 5Y | +114.2% | +281.7% | -167.6% | +13.4% |
| 10Y | +128.1% | +830.3% | -702.2% | -17.3% |
| All | +418.2% | +1,486.0% | -1,067.8% | +6.6% |
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