+70.5%
DOCN vs SCCO
+226.5%
-156.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.9% |
| 7D | -19.2% | -4.8% | -14.3% | -16.8% |
| 30D | -43.1% | -15.8% | -27.3% | -37.1% |
| 3M | -40.7% | -10.9% | -29.8% | -36.4% |
| 6M | -55.0% | -5.1% | -49.9% | -53.3% |
| YTD | +50.6% | +23.2% | +27.4% | +30.9% |
| 1Y | +54.0% | +30.7% | +23.3% | +29.6% |
| 3Y | +203.9% | +164.1% | +39.8% | +70.3% |
| 5Y | -29.4% | +271.3% | -300.7% | -66.1% |
| All | +70.5% | +226.5% | -156.0% | -21.9% |
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