+19.0%
DLR vs SCCO
+109.6%
-90.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.6% | -5.3% | +6.8% | +2.3% |
| 30D | -3.4% | +2.7% | -6.0% | -3.8% |
| 3M | +0.5% | +4.2% | -3.7% | -0.5% |
| 6M | +4.6% | -0.6% | +5.2% | +3.0% |
| YTD | +23.4% | +45.0% | -21.6% | +13.7% |
| 1Y | +19.0% | +109.3% | -90.3% | +7.6% |
| All | +19.0% | +109.6% | -90.6% | +7.6% |
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