+53.4%
DOCS vs SCCO
-15.0%
+68.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -3.2% |
| 7D | -1.3% | -12.9% | +11.6% | +0.5% |
| 30D | +19.4% | -18.2% | +37.6% | +22.1% |
| 3M | +53.4% | -13.7% | +67.1% | +54.6% |
| All | +53.4% | -15.0% | +68.4% | +54.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling