-42.2%
DIS vs SCCO
+355.0%
-397.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -3.5% | +2.4% | -6.0% | -4.0% |
| 30D | +1.0% | +6.4% | -5.4% | -0.6% |
| 3M | +5.7% | +21.6% | -15.9% | +0.6% |
| 6M | +3.3% | +13.4% | -10.1% | -0.9% |
| YTD | -7.7% | +52.6% | -60.4% | -18.9% |
| 1Y | -10.0% | +122.4% | -132.3% | -28.7% |
| 3Y | +31.7% | +208.5% | -176.7% | -9.4% |
| 5Y | -42.2% | +353.9% | -396.1% | -65.3% |
| All | -42.2% | +355.0% | -397.2% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling