-29.8%
DKS vs SCCO
+43.0%
-72.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.5% |
| 7D | +8.4% | -7.9% | +16.3% | +9.2% |
| 30D | +7.7% | -13.0% | +20.7% | +9.0% |
| 3M | -25.8% | -6.9% | -18.9% | -25.9% |
| 6M | -31.0% | +11.0% | -42.0% | -33.3% |
| YTD | -23.8% | +30.3% | -54.1% | -36.4% |
| 1Y | -29.8% | +45.0% | -74.8% | -44.9% |
| All | -29.8% | +43.0% | -72.8% | -44.9% |
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