+5.3%
DT vs SCCO
+177.0%
-171.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -1.6% |
| 30D | +3.0% | -0.7% | +3.8% | +3.0% |
| 3M | +26.5% | +8.1% | +18.4% | +26.0% |
| 6M | +35.9% | +4.1% | +31.8% | +35.6% |
| YTD | +17.8% | +41.1% | -23.3% | +11.3% |
| 1Y | +4.1% | +95.6% | -91.5% | -7.7% |
| 3Y | +5.3% | +179.3% | -174.0% | -16.5% |
| All | +5.3% | +177.0% | -171.7% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling