+25,643.0%
DECK vs SCCO
+33,989.4%
-8,346.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | -2.2% | -5.3% | +3.0% | -0.7% |
| 30D | -13.6% | +2.7% | -16.3% | -14.6% |
| 3M | -21.2% | +4.2% | -25.5% | -23.1% |
| 6M | -21.1% | -0.6% | -20.5% | -22.4% |
| YTD | -17.2% | +45.0% | -62.2% | -28.5% |
| 1Y | -30.7% | +109.3% | -140.1% | -46.8% |
| 3Y | -3.4% | +180.8% | -184.1% | -33.9% |
| 5Y | +25.5% | +314.3% | -288.7% | -25.8% |
| 10Y | +714.7% | +1,083.3% | -368.7% | +238.6% |
| All | +25,643.0% | +33,989.4% | -8,346.3% | +6,803.9% |
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 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