+147.0%
DPZ vs SCCO
+1,159.3%
-1,012.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -7.3% | +2.4% | -9.7% | -7.5% |
| 30D | -7.6% | +6.4% | -14.0% | -8.2% |
| 3M | +1.8% | +21.6% | -19.8% | -0.5% |
| 6M | -21.8% | +13.4% | -35.2% | -23.4% |
| YTD | -22.0% | +52.6% | -74.6% | -26.6% |
| 1Y | -28.6% | +122.4% | -151.0% | -36.0% |
| 3Y | -13.1% | +208.5% | -221.5% | -25.6% |
| 5Y | -33.2% | +353.9% | -387.1% | -45.5% |
| 10Y | +147.0% | +1,187.3% | -1,040.2% | +84.9% |
| All | +147.0% | +1,159.3% | -1,012.3% | +84.9% |
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 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