-99.9%
DFNS vs SCCO
+510.1%
-610.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -6.3% | -2.7% | -3.7% | -6.2% |
| 30D | -74.0% | -0.7% | -73.2% | -73.9% |
| 3M | -70.1% | +8.1% | -78.2% | -70.3% |
| 6M | -93.9% | +4.1% | -98.0% | -93.9% |
| YTD | -98.1% | +41.1% | -139.2% | -98.1% |
| 1Y | -98.3% | +95.6% | -193.8% | -98.3% |
| 3Y | -99.9% | +179.3% | -279.1% | -99.9% |
| 5Y | -99.9% | +308.3% | -408.2% | -99.9% |
| All | -99.9% | +510.1% | -610.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling