-37.1%
DOCS vs SCCO
+245.8%
-282.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | +2.6% | -1.9% | +4.5% | +3.0% |
| 30D | +11.4% | -17.4% | +28.9% | +17.2% |
| 3M | +25.4% | -11.7% | +37.0% | +28.2% |
| 6M | +42.5% | -12.1% | +54.7% | +44.3% |
| YTD | -24.7% | +20.9% | -45.6% | -35.3% |
| 1Y | -32.9% | +31.3% | -64.3% | -44.4% |
| 3Y | +39.6% | +170.3% | -130.7% | -21.7% |
| 5Y | -54.6% | +240.8% | -295.4% | -77.9% |
| All | -37.1% | +245.8% | -282.9% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling