+1.9%
DLTR vs SCCO
+177.0%
-175.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -10.1% | -2.7% | -7.4% | -9.8% |
| 30D | -8.1% | -0.7% | -7.4% | -8.3% |
| 3M | +2.9% | +8.1% | -5.2% | +0.8% |
| 6M | +4.3% | +4.1% | +0.2% | +2.2% |
| YTD | -3.9% | +41.1% | -45.1% | -11.7% |
| 1Y | +18.9% | +95.6% | -76.7% | +3.5% |
| 3Y | +1.9% | +179.3% | -177.3% | -16.1% |
| All | +1.9% | +177.0% | -175.1% | -16.1% |
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