+5,598.2%
DKS vs SCCO
+29,951.4%
-24,353.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.9% | +2.4% | -5.3% | -3.8% |
| 30D | -37.7% | +6.4% | -44.1% | -39.5% |
| 3M | -38.9% | +21.6% | -60.5% | -43.6% |
| 6M | -31.1% | +13.4% | -44.5% | -35.7% |
| YTD | -31.8% | +52.6% | -84.4% | -43.2% |
| 1Y | -38.0% | +122.4% | -160.4% | -54.6% |
| 3Y | +28.6% | +208.5% | -179.8% | -17.9% |
| 5Y | +12.5% | +353.9% | -341.4% | -39.1% |
| 10Y | +198.3% | +1,187.3% | -988.9% | +10.4% |
| All | +5,598.2% | +29,951.4% | -24,353.3% | +975.7% |
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