-47.3%
DOCS vs SCCO
+43.0%
-90.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.4% |
| 7D | +1.2% | -7.9% | +9.1% | +0.9% |
| 30D | +21.3% | -13.0% | +34.3% | +20.6% |
| 3M | +58.4% | -6.9% | +65.3% | +57.6% |
| 6M | +39.3% | +11.0% | +28.3% | +40.3% |
| YTD | -21.7% | +30.3% | -52.0% | -31.1% |
| 1Y | -47.3% | +45.0% | -92.3% | -57.2% |
| All | -47.3% | +43.0% | -90.3% | -57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling