+30.9%
DKS vs SCCO
+177.0%
-146.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.0% | -2.7% | -0.3% | -2.5% |
| 30D | -33.4% | -0.7% | -32.7% | -33.9% |
| 3M | -39.4% | +8.1% | -47.5% | -41.4% |
| 6M | -30.1% | +4.1% | -34.2% | -32.5% |
| YTD | -31.0% | +41.1% | -72.1% | -41.0% |
| 1Y | -40.2% | +95.6% | -135.7% | -54.6% |
| 3Y | +30.9% | +179.3% | -148.3% | -16.4% |
| All | +30.9% | +177.0% | -146.1% | -16.4% |
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