+95.5%
DOCU vs SCCO
+395.3%
-299.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.6% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | +9.3% | -17.8% | +27.0% | +13.9% |
| 3M | +30.2% | -12.5% | +42.7% | +32.7% |
| 6M | +62.1% | -4.1% | +66.2% | +59.2% |
| YTD | +13.5% | +25.5% | -12.0% | -1.9% |
| 1Y | +11.5% | +31.0% | -19.5% | -5.2% |
| 3Y | +89.5% | +178.7% | -89.2% | +18.3% |
| 5Y | -69.6% | +279.7% | -349.3% | -83.1% |
| All | +95.5% | +395.3% | -299.9% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling