+96.7%
DGX vs SCCO
+177.0%
-80.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.2% | -0.7% | -0.4% | -1.1% |
| 3M | +15.8% | +8.1% | +7.7% | +15.6% |
| 6M | +18.2% | +4.1% | +14.1% | +17.9% |
| YTD | +37.2% | +41.1% | -3.9% | +34.3% |
| 1Y | +30.4% | +95.6% | -65.2% | +25.1% |
| 3Y | +96.7% | +179.3% | -82.5% | +80.7% |
| All | +96.7% | +177.0% | -80.3% | +80.7% |
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