+2,498.9%
DOV vs SCCO
+35,790.2%
-33,291.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | -8.6% | +6.4% | -15.1% | -10.7% |
| 3M | -13.1% | +21.6% | -34.7% | -18.8% |
| 6M | -8.8% | +13.4% | -22.2% | -14.0% |
| YTD | -1.2% | +52.6% | -53.9% | -16.3% |
| 1Y | +10.7% | +122.4% | -111.7% | -17.3% |
| 3Y | +39.3% | +208.5% | -169.2% | -9.1% |
| 5Y | +16.4% | +353.9% | -337.5% | -34.8% |
| 10Y | +302.5% | +1,187.3% | -884.8% | +55.4% |
| All | +2,498.9% | +35,790.2% | -33,291.3% | +386.6% |
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