-26.7%
DT vs SCCO
+313.8%
-340.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +2.7% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | +3.5% | -0.2% | +3.7% | +3.2% |
| 3M | +26.7% | +17.8% | +9.0% | +22.4% |
| 6M | +36.1% | +2.3% | +33.9% | +33.8% |
| YTD | +18.6% | +41.6% | -23.0% | +5.3% |
| 1Y | +7.9% | +101.9% | -94.0% | -14.1% |
| 3Y | +8.6% | +186.2% | -177.6% | -27.5% |
| 5Y | -26.7% | +309.7% | -336.3% | -58.3% |
| All | -26.7% | +313.8% | -340.4% | -58.3% |
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