+6,592.3%
DE vs SCCO
+33,197.0%
-26,604.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +2.6% |
| 7D | -2.4% | -2.7% | +0.3% | -1.6% |
| 30D | +9.7% | -0.2% | +9.9% | +9.2% |
| 3M | +21.4% | +17.8% | +3.6% | +13.0% |
| 6M | +15.0% | +2.3% | +12.8% | +11.1% |
| YTD | +46.4% | +41.6% | +4.8% | +23.8% |
| 1Y | +45.6% | +101.9% | -56.2% | +7.0% |
| 3Y | +76.8% | +186.2% | -109.4% | +9.6% |
| 5Y | +99.4% | +309.7% | -210.3% | +5.1% |
| 10Y | +864.6% | +1,094.2% | -229.7% | +229.8% |
| All | +6,592.3% | +33,197.0% | -26,604.7% | +956.5% |
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