+7.6%
DOCS vs SCCO
+210.1%
-202.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.3% | -8.2% |
| 7D | -7.3% | +3.4% | -10.8% | -8.0% |
| 30D | -10.9% | +6.6% | -17.5% | -12.3% |
| 3M | +20.3% | +24.5% | -4.2% | +14.4% |
| 6M | -3.6% | +16.5% | -20.1% | -7.9% |
| YTD | -44.9% | +52.1% | -97.0% | -53.1% |
| 1Y | -64.9% | +114.2% | -179.0% | -73.7% |
| 3Y | +7.6% | +207.4% | -199.8% | -41.2% |
| All | +7.6% | +210.1% | -202.5% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling