+603.5%
DIS vs SCCO
+33,989.4%
-33,385.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | -5.3% | +2.7% | -1.2% |
| 30D | +3.5% | +2.7% | +0.8% | +2.5% |
| 3M | +6.8% | +4.2% | +2.6% | +4.4% |
| 6M | +3.0% | -0.6% | +3.6% | +1.1% |
| YTD | -6.7% | +45.0% | -51.7% | -18.1% |
| 1Y | -10.1% | +109.3% | -119.4% | -28.9% |
| 3Y | +33.0% | +180.8% | -147.7% | -5.9% |
| 5Y | -40.0% | +314.3% | -354.3% | -62.7% |
| 10Y | +21.1% | +1,083.3% | -1,062.3% | -45.2% |
| All | +603.5% | +33,989.4% | -33,385.9% | +48.4% |
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 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