+158.1%
DASH vs SCCO
+193.6%
-35.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -10.6% | -5.3% | -5.3% | -9.5% |
| 30D | +2.2% | +2.7% | -0.5% | +1.3% |
| 3M | +32.3% | +4.2% | +28.1% | +30.1% |
| 6M | +19.1% | -0.6% | +19.8% | +17.4% |
| YTD | -6.5% | +45.0% | -51.5% | -19.0% |
| 1Y | -14.9% | +109.3% | -124.2% | -35.5% |
| All | +158.1% | +193.6% | -35.5% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling