-50.3%
DOCS vs SCCO
+314.7%
-365.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | -5.3% | +3.8% | +0.1% |
| 30D | +21.8% | +2.7% | +19.2% | +20.5% |
| 3M | +27.3% | +4.2% | +23.1% | +24.1% |
| 6M | -0.3% | -0.6% | +0.3% | -2.4% |
| YTD | -40.5% | +45.0% | -85.5% | -51.1% |
| 1Y | -61.5% | +109.3% | -170.9% | -73.0% |
| 3Y | +8.2% | +180.8% | -172.6% | -37.8% |
| 5Y | -73.4% | +314.3% | -387.7% | -87.5% |
| All | -50.3% | +314.7% | -365.0% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling