-14.1%
DECK vs SCCO
+159.8%
-173.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | -0.3% |
| 7D | +6.0% | -12.9% | +18.9% | +8.7% |
| 30D | +7.4% | -18.2% | +25.7% | +11.4% |
| 3M | -11.7% | -13.7% | +2.1% | -9.8% |
| 6M | -11.0% | +0.9% | -11.9% | -12.5% |
| YTD | -15.4% | +21.8% | -37.2% | -22.9% |
| 1Y | +7.2% | +30.5% | -23.2% | -4.2% |
| All | -14.1% | +159.8% | -173.9% | -30.9% |
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