-38.3%
DOCS vs SCCO
+30.3%
-68.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.4% |
| 7D | -0.6% | -1.8% | +1.3% | -0.6% |
| 30D | +6.3% | -17.8% | +24.1% | +5.6% |
| 3M | +26.5% | -12.5% | +39.0% | +25.9% |
| 6M | +24.8% | -4.1% | +28.8% | +25.0% |
| YTD | -26.8% | +25.5% | -52.3% | -36.0% |
| 1Y | -38.3% | +31.0% | -69.3% | -48.3% |
| All | -38.3% | +30.3% | -68.6% | -48.3% |
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