+12.2%
DIS vs SCCO
+26.3%
-14.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | +1.9% | -1.9% | +3.8% | +2.0% |
| 30D | +9.2% | -17.4% | +26.6% | +10.4% |
| 3M | +13.5% | -11.7% | +25.2% | +14.0% |
| 6M | +14.3% | -12.1% | +26.4% | +14.5% |
| YTD | +5.4% | +20.9% | -15.5% | +0.3% |
| 1Y | +12.2% | +31.3% | -19.2% | +4.5% |
| All | +12.2% | +26.3% | -14.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling