+101.8%
DASH vs SCCO
+162.8%
-61.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | -4.8% | +5.2% | +1.5% |
| 30D | -6.0% | -15.8% | +9.7% | -2.9% |
| 3M | -15.8% | -10.9% | -4.8% | -14.2% |
| 6M | +7.0% | -5.1% | +12.1% | +6.3% |
| YTD | -20.7% | +23.2% | -43.9% | -28.3% |
| 1Y | -8.5% | +30.7% | -39.2% | -19.0% |
| 3Y | +101.8% | +164.1% | -62.3% | +34.9% |
| All | +101.8% | +162.8% | -61.0% | +34.9% |
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 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