+24.3%
DECK vs SCCO
+269.6%
-245.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | 0.0% |
| 7D | +6.0% | -12.9% | +18.9% | +9.4% |
| 30D | +7.4% | -18.2% | +25.7% | +12.4% |
| 3M | -11.7% | -13.7% | +2.1% | -9.3% |
| 6M | -11.0% | +0.9% | -11.9% | -12.9% |
| YTD | -15.4% | +21.8% | -37.2% | -23.7% |
| 1Y | +7.2% | +30.5% | -23.2% | -5.4% |
| 3Y | -11.8% | +161.0% | -172.8% | -39.4% |
| 5Y | +24.3% | +267.1% | -242.8% | -26.3% |
| All | +24.3% | +269.6% | -245.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling