+26,222.0%
DECK vs SCCO
+28,548.0%
-2,326.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | +0.3% |
| 7D | +6.0% | -12.9% | +18.9% | +10.2% |
| 30D | +7.4% | -18.2% | +25.7% | +13.5% |
| 3M | -11.7% | -13.7% | +2.1% | -8.7% |
| 6M | -11.0% | +0.9% | -11.9% | -13.0% |
| YTD | -15.4% | +21.8% | -37.2% | -23.5% |
| 1Y | +7.2% | +30.5% | -23.2% | -5.2% |
| 3Y | -11.8% | +161.0% | -172.8% | -38.8% |
| 5Y | +24.3% | +267.1% | -242.8% | -24.1% |
| 10Y | +907.5% | +849.7% | +57.9% | +343.9% |
| All | +26,222.0% | +28,548.0% | -2,326.0% | +7,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling