-7.8%
DPZ vs SCCO
+183.0%
-190.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | -3.5% | -2.4% | -1.2% | -3.4% |
| 30D | +5.7% | -16.5% | +22.2% | +7.0% |
| 3M | -7.5% | -10.4% | +2.9% | -7.0% |
| 6M | +6.2% | -2.8% | +9.0% | +5.6% |
| YTD | -19.8% | +27.2% | -46.9% | -24.2% |
| 1Y | -18.0% | +33.6% | -51.6% | -23.2% |
| All | -7.8% | +183.0% | -190.8% | -18.8% |
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