-8.4%
DPZ vs SCCO
+182.2%
-190.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | -5.3% | +2.7% | -2.1% |
| 30D | -7.0% | +2.7% | -9.6% | -7.3% |
| 3M | +11.6% | +4.2% | +7.4% | +10.9% |
| 6M | -15.2% | -0.6% | -14.5% | -15.5% |
| YTD | -17.2% | +45.0% | -62.2% | -22.5% |
| 1Y | -24.8% | +109.3% | -134.2% | -34.1% |
| All | -8.4% | +182.2% | -190.5% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling