+420.5%
DAL vs SCCO
+1,435.0%
-1,014.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.7% |
| 7D | +10.7% | -1.8% | +12.5% | +11.5% |
| 30D | +12.5% | -17.8% | +30.3% | +20.9% |
| 3M | +3.6% | -12.5% | +16.1% | +7.9% |
| 6M | +26.7% | -4.1% | +30.8% | +25.8% |
| YTD | +34.3% | +25.5% | +8.8% | +17.1% |
| 1Y | +59.1% | +31.0% | +28.2% | +36.4% |
| 3Y | +179.9% | +178.7% | +1.1% | +72.7% |
| 5Y | +119.1% | +279.7% | -160.5% | +16.2% |
| 10Y | +125.6% | +691.4% | -565.8% | -13.1% |
| All | +420.5% | +1,435.0% | -1,014.5% | +8.4% |
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 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