+22.7%
DIS vs SCCO
+1,108.1%
-1,085.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +3.5% |
| 7D | -1.3% | -2.7% | +1.5% | -0.7% |
| 30D | +2.2% | -0.2% | +2.4% | +1.8% |
| 3M | +8.1% | +17.8% | -9.6% | +2.0% |
| 6M | +5.2% | +2.3% | +3.0% | +2.3% |
| YTD | -6.3% | +41.6% | -47.9% | -18.9% |
| 1Y | -7.3% | +101.9% | -109.2% | -28.9% |
| 3Y | +33.8% | +186.2% | -152.4% | -12.9% |
| 5Y | -40.7% | +309.7% | -350.4% | -67.2% |
| All | +22.7% | +1,108.1% | -1,085.5% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling