+489.1%
DDOG vs SCCO
+689.0%
-199.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.9% | -2.7% | +6.5% | +4.5% |
| 30D | -8.2% | -0.7% | -7.5% | -8.4% |
| 3M | -5.6% | +8.1% | -13.7% | -8.0% |
| 6M | +73.5% | +4.1% | +69.4% | +68.6% |
| YTD | +62.7% | +41.1% | +21.5% | +40.8% |
| 1Y | +59.0% | +95.6% | -36.6% | +24.0% |
| 3Y | +117.1% | +179.3% | -62.1% | +45.9% |
| 5Y | +61.3% | +308.3% | -247.0% | -6.5% |
| All | +489.1% | +689.0% | -199.9% | +172.0% |
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