+319.5%
DRI vs SCCO
+682.0%
-362.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | +9.7% | -17.4% | +27.1% | +15.1% |
| 3M | +3.2% | -11.7% | +14.8% | +5.6% |
| 6M | +20.6% | -12.1% | +32.7% | +21.9% |
| YTD | +28.3% | +20.9% | +7.4% | +14.4% |
| 1Y | +34.5% | +31.3% | +3.2% | +16.7% |
| 3Y | +66.5% | +170.3% | -103.8% | +4.5% |
| 5Y | +79.6% | +240.8% | -161.1% | -3.6% |
| All | +319.5% | +682.0% | -362.5% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling