+3,617.4%
DLR vs SCCO
+8,817.4%
-5,200.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.7% |
| 7D | +3.4% | +3.4% | 0.0% | +2.4% |
| 30D | -2.2% | +6.6% | -8.8% | -4.2% |
| 3M | +4.7% | +24.5% | -19.8% | -2.4% |
| 6M | +9.0% | +16.5% | -7.5% | +2.5% |
| YTD | +24.1% | +52.1% | -28.0% | +7.1% |
| 1Y | +20.9% | +114.2% | -93.2% | -5.9% |
| 3Y | +60.0% | +207.4% | -147.4% | +8.4% |
| 5Y | +35.3% | +353.7% | -318.5% | -21.0% |
| 10Y | +165.8% | +1,144.5% | -978.8% | +2.5% |
| All | +3,617.4% | +8,817.4% | -5,200.0% | +791.4% |
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 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