+5,525.0%
DPZ vs SCCO
+8,008.6%
-2,483.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +1.9% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | +12.5% | -18.1% | +30.6% | +16.8% |
| 3M | -5.2% | -12.8% | +7.6% | -3.3% |
| 6M | +8.8% | -8.5% | +17.2% | +8.7% |
| YTD | -18.7% | +23.9% | -42.6% | -25.2% |
| 1Y | -15.7% | +30.0% | -45.7% | -23.3% |
| 3Y | -7.5% | +175.2% | -182.7% | -30.9% |
| 5Y | -30.1% | +249.4% | -279.5% | -51.7% |
| 10Y | +135.3% | +703.4% | -568.1% | +21.9% |
| All | +5,525.0% | +8,008.6% | -2,483.6% | +1,644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling