-55.0%
DOCS vs SCCO
+271.3%
-326.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.5% |
| 7D | -0.6% | -1.8% | +1.3% | -0.1% |
| 30D | +6.3% | -17.8% | +24.1% | +11.8% |
| 3M | +26.5% | -12.5% | +39.0% | +29.7% |
| 6M | +24.8% | -4.1% | +28.8% | +23.0% |
| YTD | -26.8% | +25.5% | -52.3% | -37.9% |
| 1Y | -38.3% | +31.0% | -69.3% | -48.6% |
| 3Y | +36.0% | +178.7% | -142.7% | -25.4% |
| 5Y | -55.0% | +279.7% | -334.7% | -80.3% |
| All | -55.0% | +271.3% | -326.3% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling