-54.2%
DOCS vs SCCO
+264.5%
-318.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.3% |
| 7D | -0.8% | -4.8% | +4.1% | +0.6% |
| 30D | +17.4% | -15.8% | +33.2% | +22.8% |
| 3M | +57.4% | -10.9% | +68.3% | +60.8% |
| 6M | +26.5% | -5.1% | +31.6% | +25.0% |
| YTD | -26.6% | +23.2% | -49.8% | -37.4% |
| 1Y | -48.1% | +30.7% | -78.7% | -56.8% |
| 3Y | +52.6% | +164.1% | -111.5% | -14.2% |
| All | -54.2% | +264.5% | -318.7% | -78.8% |
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