-1.8%
DECK vs SCCO
+182.2%
-183.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | -2.2% | -5.3% | +3.0% | -1.1% |
| 30D | -13.6% | +2.7% | -16.3% | -14.3% |
| 3M | -21.2% | +4.2% | -25.5% | -22.5% |
| 6M | -21.1% | -0.6% | -20.5% | -22.3% |
| YTD | -17.2% | +45.0% | -62.2% | -27.2% |
| 1Y | -30.7% | +109.3% | -140.1% | -45.5% |
| All | -1.8% | +182.2% | -183.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling