+95.3%
DOCU vs SCCO
+386.3%
-291.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -5.5% | -4.8% | -0.7% | -4.5% |
| 30D | +12.6% | -15.8% | +28.4% | +16.8% |
| 3M | +36.4% | -10.9% | +47.3% | +38.4% |
| 6M | +66.8% | -5.1% | +71.9% | +64.1% |
| YTD | +13.5% | +23.2% | -9.8% | -1.5% |
| 1Y | +11.3% | +30.7% | -19.4% | -5.4% |
| 3Y | +92.1% | +164.1% | -72.0% | +22.0% |
| 5Y | -71.0% | +271.3% | -342.3% | -83.7% |
| All | +95.3% | +386.3% | -291.0% | -9.7% |
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