+24.9%
DBX vs SCCO
+438.0%
-413.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.1% | -2.7% | +4.7% | +2.5% |
| 30D | +5.7% | -0.7% | +6.5% | +5.5% |
| 3M | +31.8% | +8.1% | +23.7% | +28.3% |
| 6M | +37.5% | +4.1% | +33.3% | +33.2% |
| YTD | +27.9% | +41.1% | -13.2% | +12.4% |
| 1Y | +15.0% | +95.6% | -80.5% | -8.5% |
| 3Y | +27.2% | +179.3% | -152.1% | -12.7% |
| 5Y | +12.8% | +308.3% | -295.5% | -33.3% |
| All | +24.9% | +438.0% | -413.2% | -43.0% |
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 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