+66.6%
DRI vs SCCO
+355.0%
-288.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -4.8% | +2.4% | -7.3% | -5.1% |
| 30D | -3.9% | +6.4% | -10.3% | -4.8% |
| 3M | +5.1% | +21.6% | -16.5% | +2.2% |
| 6M | +5.5% | +13.4% | -7.9% | +3.0% |
| YTD | +16.5% | +52.6% | -36.2% | +8.1% |
| 1Y | +2.0% | +122.4% | -120.4% | -10.6% |
| 3Y | +54.5% | +208.5% | -154.0% | +24.9% |
| 5Y | +66.6% | +353.9% | -287.3% | +22.8% |
| All | +66.6% | +355.0% | -288.4% | +22.8% |
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 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