+18.7%
DBX vs SCCO
+479.9%
-461.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.9% | -4.0% |
| 7D | -1.3% | +3.4% | -4.8% | -2.1% |
| 30D | -2.9% | +6.6% | -9.5% | -4.5% |
| 3M | +23.8% | +24.5% | -0.6% | +16.8% |
| 6M | +26.2% | +16.5% | +9.7% | +19.3% |
| YTD | +21.6% | +52.1% | -30.5% | +5.3% |
| 1Y | +11.4% | +114.2% | -102.7% | -13.1% |
| 3Y | +21.3% | +207.4% | -186.2% | -18.5% |
| 5Y | +6.7% | +353.7% | -347.1% | -38.5% |
| All | +18.7% | +479.9% | -461.2% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling