-100.0%
DFNS vs SCCO
+169.0%
-269.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -5.1% |
| 7D | -6.0% | -1.9% | -4.1% | -5.7% |
| 30D | -71.2% | -17.4% | -53.8% | -70.4% |
| 3M | -94.5% | -11.7% | -82.9% | -94.4% |
| 6M | -96.5% | -12.1% | -84.4% | -96.5% |
| YTD | -99.6% | +20.9% | -120.5% | -99.6% |
| 1Y | -99.7% | +31.3% | -131.0% | -99.7% |
| 3Y | -100.0% | +170.3% | -270.3% | -100.0% |
| All | -100.0% | +169.0% | -269.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling