-98.3%
DFNS vs SCCO
+101.5%
-199.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.3% | -2.7% | -3.7% | -5.5% |
| 30D | -74.0% | -0.7% | -73.2% | -74.0% |
| 3M | -70.1% | +8.1% | -78.2% | -71.3% |
| 6M | -93.9% | +4.1% | -98.0% | -94.1% |
| YTD | -98.1% | +41.1% | -139.2% | -98.7% |
| 1Y | -98.3% | +95.6% | -193.8% | -99.0% |
| All | -98.3% | +101.5% | -199.8% | -99.0% |
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