-28.9%
DPZ vs SCCO
+243.3%
-272.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +2.8% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +15.5% | -17.4% | +32.9% | +17.8% |
| 3M | -2.0% | -11.7% | +9.6% | -1.1% |
| 6M | +12.1% | -12.1% | +24.3% | +12.7% |
| YTD | -16.6% | +20.9% | -37.5% | -21.6% |
| 1Y | -14.6% | +31.3% | -45.9% | -20.9% |
| 3Y | -4.1% | +170.3% | -174.5% | -24.4% |
| All | -28.9% | +243.3% | -272.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling