+20.6%
DRI vs SCCO
-12.1%
+32.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.4% |
| 7D | +1.1% | -1.9% | +3.0% | +1.1% |
| 30D | +9.7% | -17.4% | +27.1% | +9.4% |
| 3M | +3.2% | -11.7% | +14.8% | +2.9% |
| 6M | +20.6% | -12.1% | +32.7% | +20.5% |
| All | +20.6% | -12.1% | +32.7% | +20.5% |
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