+9,255.3%
DGX vs SCCO
+33,190.5%
-23,935.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | -0.8% |
| 7D | -3.5% | -2.7% | -0.7% | -3.1% |
| 30D | -2.7% | -0.2% | -2.5% | -2.8% |
| 3M | +13.9% | +17.8% | -3.9% | +10.7% |
| 6M | +16.0% | +2.3% | +13.8% | +14.2% |
| YTD | +34.9% | +41.6% | -6.7% | +26.0% |
| 1Y | +30.6% | +101.9% | -71.3% | +15.3% |
| 3Y | +93.0% | +186.2% | -93.2% | +58.3% |
| 5Y | +64.4% | +309.7% | -245.3% | +25.2% |
| 10Y | +248.1% | +1,094.2% | -846.2% | +116.7% |
| All | +9,255.3% | +33,190.5% | -23,935.3% | +2,908.6% |
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