+1,115.2%
DIA vs SCCO
+36,716.3%
-35,601.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -2.3% |
| 7D | +0.1% | +3.4% | -3.4% | -0.8% |
| 30D | -2.1% | +6.6% | -8.7% | -3.8% |
| 3M | +4.2% | +24.5% | -20.3% | -1.7% |
| 6M | +11.9% | +16.5% | -4.6% | +6.3% |
| YTD | +10.8% | +52.1% | -41.3% | -2.1% |
| 1Y | +17.5% | +114.2% | -96.7% | -4.8% |
| 3Y | +59.9% | +207.4% | -147.5% | +15.4% |
| 5Y | +64.1% | +353.7% | -289.6% | +4.8% |
| 10Y | +246.2% | +1,144.5% | -898.3% | +67.2% |
| All | +1,115.2% | +36,716.3% | -35,601.1% | +179.7% |
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 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