-18.0%
DPZ vs SCCO
+32.2%
-50.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | -3.5% | -2.4% | -1.2% | -3.6% |
| 30D | +5.7% | -16.5% | +22.2% | +5.3% |
| 3M | -7.5% | -10.4% | +2.9% | -7.6% |
| 6M | +6.2% | -2.8% | +9.0% | +6.2% |
| YTD | -19.8% | +27.2% | -46.9% | -23.7% |
| 1Y | -18.0% | +33.6% | -51.6% | -22.7% |
| All | -18.0% | +32.2% | -50.2% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling