+13,336.6%
DHR vs SCCO
+35,790.2%
-22,453.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.4% | +2.4% | -4.9% | -2.9% |
| 30D | -2.2% | +6.4% | -8.6% | -3.5% |
| 3M | +9.0% | +21.6% | -12.6% | +3.6% |
| 6M | +3.5% | +13.4% | -9.9% | -1.0% |
| YTD | -10.1% | +52.6% | -62.8% | -20.1% |
| 1Y | +6.2% | +122.4% | -116.2% | -13.5% |
| 3Y | -5.4% | +208.5% | -213.8% | -29.8% |
| 5Y | -27.9% | +353.9% | -381.8% | -51.9% |
| 10Y | +215.7% | +1,187.3% | -971.5% | +59.9% |
| All | +13,336.6% | +35,790.2% | -22,453.6% | +3,576.3% |
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