+4.2%
DPZ vs SCCO
-3.0%
+7.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.1% |
| 7D | +6.6% | -4.8% | +11.4% | +6.2% |
| 30D | +10.3% | -15.8% | +26.1% | +8.9% |
| 3M | -6.2% | -10.9% | +4.8% | -6.6% |
| 6M | +4.2% | -5.1% | +9.3% | +5.1% |
| All | +4.2% | -3.0% | +7.3% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling