-37.4%
DOCS vs SCCO
+34.7%
-72.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +7.8% | -15.0% | +22.8% | +7.1% |
| 3M | +20.0% | -9.1% | +29.1% | +19.5% |
| 6M | +26.5% | -0.9% | +27.4% | +26.8% |
| YTD | -25.8% | +29.7% | -55.4% | -35.0% |
| All | -37.4% | +34.7% | -72.1% | -47.6% |
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