+41.5%
DLR vs SCCO
+313.8%
-272.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.3% | -0.7% |
| 7D | -1.3% | -2.7% | +1.4% | -0.9% |
| 30D | -2.9% | -0.2% | -2.7% | -3.1% |
| 3M | +3.2% | +17.8% | -14.5% | -0.6% |
| 6M | +3.9% | +2.3% | +1.6% | +2.1% |
| YTD | +21.4% | +41.6% | -20.2% | +10.9% |
| 1Y | +9.7% | +101.9% | -92.2% | -7.1% |
| 3Y | +56.5% | +186.2% | -129.6% | +19.5% |
| 5Y | +41.5% | +309.7% | -268.2% | -2.5% |
| All | +41.5% | +313.8% | -272.2% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling