-99.9%
DFNS vs SCCO
+313.8%
-413.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.2% | +8.8% | +2.2% |
| 7D | -3.3% | -2.7% | -0.6% | -3.2% |
| 30D | -73.1% | -0.2% | -72.9% | -73.1% |
| 3M | -71.4% | +17.8% | -89.1% | -71.5% |
| 6M | -93.8% | +2.3% | -96.1% | -93.9% |
| YTD | -98.0% | +41.6% | -139.6% | -98.0% |
| 1Y | -98.2% | +101.9% | -200.0% | -98.1% |
| 3Y | -99.9% | +186.2% | -286.1% | -99.9% |
| 5Y | -99.9% | +309.7% | -409.5% | -99.9% |
| All | -99.9% | +313.8% | -413.6% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling