+59.0%
DDOG vs SCCO
+101.5%
-42.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +3.9% | -2.7% | +6.5% | +3.9% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -5.6% | +8.1% | -13.7% | -5.2% |
| 6M | +73.5% | +4.1% | +69.4% | +73.8% |
| YTD | +62.7% | +41.1% | +21.5% | +44.7% |
| 1Y | +59.0% | +95.6% | -36.6% | +23.8% |
| All | +59.0% | +101.5% | -42.6% | +23.8% |
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