-27.4%
DOCN vs SCCO
+255.6%
-283.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +4.8% |
| 7D | +27.4% | +1.7% | +25.7% | +26.2% |
| 30D | -29.7% | -18.1% | -11.7% | -20.7% |
| 3M | -32.5% | -12.8% | -19.6% | -26.4% |
| 6M | -42.2% | -8.5% | -33.7% | -38.8% |
| YTD | +87.2% | +23.9% | +63.3% | +58.7% |
| 1Y | +86.2% | +30.0% | +56.2% | +53.3% |
| 3Y | +257.4% | +175.2% | +82.2% | +75.8% |
| 5Y | -27.4% | +249.4% | -276.8% | -69.8% |
| All | -27.4% | +255.6% | -283.0% | -69.8% |
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