+19.8%
DDOG vs SCCO
+43.0%
-23.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.9% | -16.4% | -14.5% |
| 7D | -32.2% | -7.9% | -24.3% | -32.0% |
| 30D | -31.7% | -13.0% | -18.7% | -31.6% |
| 3M | -34.5% | -6.9% | -27.6% | -34.0% |
| 6M | +28.7% | +11.0% | +17.7% | +32.4% |
| YTD | +38.8% | +30.3% | +8.5% | +24.9% |
| 1Y | +19.8% | +45.0% | -25.2% | -1.7% |
| All | +19.8% | +43.0% | -23.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling