+39.3%
DIS vs SCCO
+182.5%
-143.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | +4.4% | -1.8% | +6.2% | +4.6% |
| 30D | +10.3% | -17.8% | +28.1% | +13.0% |
| 3M | +15.5% | -12.5% | +28.0% | +17.0% |
| 6M | +11.2% | -4.1% | +15.3% | +10.5% |
| YTD | +5.6% | +25.5% | -19.9% | -1.4% |
| 1Y | +7.7% | +31.0% | -23.2% | -0.2% |
| 3Y | +39.3% | +178.7% | -139.4% | +11.4% |
| All | +39.3% | +182.5% | -143.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling