-10.3%
DOCU vs SCCO
+105.9%
-116.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +6.9% | -5.3% | +12.2% | +6.3% |
| 30D | +19.0% | +0.9% | +18.1% | +19.2% |
| 3M | +34.3% | +2.4% | +31.9% | +35.8% |
| 6M | +48.0% | -2.4% | +50.4% | +49.9% |
| YTD | 0.0% | +42.4% | -42.4% | -3.8% |
| 1Y | -10.3% | +105.6% | -115.9% | -21.1% |
| All | -10.3% | +105.9% | -116.2% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling