-53.9%
DOCS vs SCCO
+335.2%
-389.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.3% | -8.7% |
| 7D | -7.3% | +3.4% | -10.8% | -8.4% |
| 30D | -10.9% | +6.6% | -17.5% | -13.0% |
| 3M | +20.3% | +24.5% | -4.2% | +11.3% |
| 6M | -3.6% | +16.5% | -20.1% | -10.4% |
| YTD | -44.9% | +52.1% | -97.0% | -55.3% |
| 1Y | -64.9% | +114.2% | -179.0% | -75.5% |
| 3Y | +7.6% | +207.4% | -199.8% | -40.2% |
| 5Y | -74.0% | +353.7% | -427.7% | -88.5% |
| All | -53.9% | +335.2% | -389.1% | -79.2% |
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 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