+101.7%
DOCU vs SCCO
+389.1%
-287.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | +1.6% | +1.7% | -0.2% | +1.1% |
| 30D | +10.8% | -18.1% | +28.9% | +15.7% |
| 3M | +38.0% | -12.8% | +50.8% | +40.6% |
| 6M | +77.4% | -8.5% | +85.9% | +76.4% |
| YTD | +17.2% | +23.9% | -6.7% | +1.6% |
| 1Y | +15.6% | +30.0% | -14.4% | -1.6% |
| 3Y | +95.6% | +175.2% | -79.6% | +22.5% |
| 5Y | -69.7% | +249.4% | -319.1% | -82.7% |
| All | +101.7% | +389.1% | -287.3% | -6.9% |
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