-11.0%
DECK vs SCCO
+0.4%
-11.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | -0.6% |
| 7D | +6.0% | -12.9% | +18.9% | +7.9% |
| 30D | +7.4% | -18.2% | +25.7% | +10.3% |
| 3M | -11.7% | -13.7% | +2.1% | -10.5% |
| 6M | -11.0% | +0.9% | -11.9% | -14.3% |
| All | -11.0% | +0.4% | -11.4% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling