+726.4%
DECK vs SCCO
+701.7%
+24.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.8% | -3.6% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | +0.6% | -18.1% | +18.7% | +6.7% |
| 3M | -7.3% | -12.8% | +5.5% | -4.3% |
| 6M | -10.9% | -8.5% | -2.5% | -10.5% |
| YTD | -18.5% | +23.9% | -42.4% | -28.3% |
| 1Y | +0.2% | +30.0% | -29.8% | -13.5% |
| 3Y | -19.8% | +175.2% | -195.0% | -49.9% |
| 5Y | +18.7% | +249.4% | -230.7% | -35.0% |
| All | +726.4% | +701.7% | +24.8% | +167.6% |
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