+82.8%
DRI vs SCCO
+243.3%
-160.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.6% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | +9.7% | -17.4% | +27.1% | +11.9% |
| 3M | +3.2% | -11.7% | +14.8% | +4.2% |
| 6M | +20.6% | -12.1% | +32.7% | +21.1% |
| YTD | +28.3% | +20.9% | +7.4% | +21.8% |
| 1Y | +34.5% | +31.3% | +3.2% | +26.2% |
| 3Y | +66.5% | +170.3% | -103.8% | +34.6% |
| All | +82.8% | +243.3% | -160.5% | +35.1% |
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 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