+98.2%
DG vs SCCO
+1,104.1%
-1,005.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -6.5% | -2.7% | -3.8% | -6.2% |
| 30D | +4.2% | -0.7% | +4.9% | +4.0% |
| 3M | +9.5% | +8.1% | +1.4% | +8.0% |
| 6M | -13.1% | +4.1% | -17.2% | -14.4% |
| YTD | -4.8% | +41.1% | -46.0% | -10.0% |
| 1Y | +20.6% | +95.6% | -74.9% | +9.4% |
| 3Y | +4.9% | +179.3% | -174.3% | -10.8% |
| 5Y | -37.9% | +308.3% | -346.2% | -51.0% |
| All | +98.2% | +1,104.1% | -1,005.9% | +24.2% |
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