-99.9%
DFNS vs SCCO
+557.6%
-657.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.2% |
| 7D | +0.8% | +3.4% | -2.7% | +0.5% |
| 30D | -73.2% | +6.6% | -79.8% | -73.3% |
| 3M | -72.4% | +24.5% | -96.9% | -72.7% |
| 6M | -95.2% | +16.5% | -111.7% | -95.3% |
| YTD | -98.0% | +52.1% | -150.1% | -98.0% |
| 1Y | -98.3% | +114.2% | -212.4% | -98.2% |
| 3Y | -99.9% | +207.4% | -307.3% | -99.9% |
| 5Y | -99.9% | +353.7% | -453.6% | -99.8% |
| All | -99.9% | +557.6% | -657.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling