-17.2%
DASH vs SCCO
+43.0%
-60.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.2% |
| 7D | +17.2% | -7.9% | +25.1% | +17.7% |
| 30D | +3.6% | -13.0% | +16.6% | +4.3% |
| 3M | -1.9% | -6.9% | +5.0% | -1.6% |
| 6M | +15.1% | +11.0% | +4.1% | +13.3% |
| YTD | -12.3% | +30.3% | -42.6% | -11.8% |
| 1Y | -17.2% | +45.0% | -62.2% | -17.9% |
| All | -17.2% | +43.0% | -60.2% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling