+4.1%
DASH vs SCCO
+365.5%
-361.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -12.8% | +2.4% | -15.3% | -13.5% |
| 30D | -6.0% | +6.4% | -12.4% | -8.1% |
| 3M | +26.7% | +21.6% | +5.1% | +18.0% |
| 6M | +11.7% | +13.4% | -1.7% | +4.8% |
| YTD | -12.9% | +52.6% | -65.5% | -28.1% |
| 1Y | -23.1% | +122.4% | -145.5% | -45.5% |
| 3Y | +140.0% | +208.5% | -68.4% | +41.5% |
| 5Y | -5.1% | +353.9% | -359.0% | -52.1% |
| All | +4.1% | +365.5% | -361.4% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling