+499.9%
DDOG vs SCCO
+753.3%
-253.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.8% | +7.1% |
| 7D | +7.7% | +2.4% | +5.2% | +7.0% |
| 30D | -13.6% | +6.4% | -20.0% | -15.2% |
| 3M | -0.9% | +21.6% | -22.5% | -6.2% |
| 6M | +75.2% | +13.4% | +61.8% | +66.7% |
| YTD | +65.7% | +52.6% | +13.0% | +40.8% |
| 1Y | +60.4% | +122.4% | -62.0% | +21.0% |
| 3Y | +130.7% | +208.5% | -77.8% | +51.2% |
| 5Y | +59.9% | +353.9% | -294.0% | -9.7% |
| All | +499.9% | +753.3% | -253.4% | +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 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