+164.6%
DOCN vs SCCO
+284.1%
-119.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.1% | -5.3% | +6.4% | +3.7% |
| 30D | -9.6% | +2.7% | -12.3% | -11.1% |
| 3M | -37.7% | +4.2% | -41.9% | -39.2% |
| 6M | +115.2% | -0.6% | +115.8% | +111.4% |
| YTD | +133.7% | +45.0% | +88.8% | +84.4% |
| 1Y | +250.2% | +109.3% | +140.8% | +127.9% |
| 3Y | +320.3% | +180.8% | +139.5% | +125.1% |
| 5Y | +53.1% | +314.3% | -261.2% | -33.4% |
| All | +164.6% | +284.1% | -119.5% | +10.0% |
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