+46.0%
DGX vs SCCO
+43.0%
+3.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.5% |
| 7D | +4.1% | -7.9% | +12.0% | +3.8% |
| 30D | +10.5% | -13.0% | +23.5% | +10.1% |
| 3M | +9.8% | -6.9% | +16.7% | +9.8% |
| 6M | +34.6% | +11.0% | +23.6% | +34.3% |
| YTD | +49.8% | +30.3% | +19.5% | +43.9% |
| 1Y | +46.0% | +45.0% | +1.0% | +40.0% |
| All | +46.0% | +43.0% | +3.1% | +40.0% |
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