+72.2%
DOCU vs SCCO
+472.2%
-400.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +6.9% | -5.3% | +12.2% | +8.3% |
| 30D | +19.0% | +2.7% | +16.3% | +17.8% |
| 3M | +34.3% | +4.2% | +30.1% | +31.3% |
| 6M | +48.0% | -0.6% | +48.6% | +44.6% |
| YTD | 0.0% | +45.0% | -45.0% | -15.7% |
| 1Y | -10.3% | +109.3% | -119.6% | -33.8% |
| 3Y | +32.4% | +180.8% | -148.4% | -15.5% |
| 5Y | -77.9% | +314.3% | -392.2% | -87.8% |
| All | +72.2% | +472.2% | -400.0% | -22.7% |
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