-99.6%
DFNS vs SCCO
+43.0%
-142.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.9% | -20.3% | -19.1% |
| 7D | -27.7% | -7.9% | -19.8% | -25.5% |
| 30D | -58.0% | -13.0% | -45.0% | -55.9% |
| 3M | -94.0% | -6.9% | -87.1% | -93.9% |
| 6M | -94.6% | +11.0% | -105.5% | -94.8% |
| YTD | -99.4% | +30.3% | -129.7% | -99.6% |
| 1Y | -99.6% | +45.0% | -144.6% | -99.8% |
| All | -99.6% | +43.0% | -142.6% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling