+110.9%
DT vs SCCO
+741.9%
-631.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -4.3% |
| 7D | -4.9% | +3.4% | -8.3% | -5.8% |
| 30D | +2.7% | +6.6% | -3.9% | +0.7% |
| 3M | +20.0% | +24.5% | -4.5% | +12.1% |
| 6M | +28.0% | +16.5% | +11.5% | +19.8% |
| YTD | +16.0% | +52.1% | -36.1% | -3.2% |
| 1Y | +0.7% | +114.2% | -113.4% | -26.4% |
| 3Y | +6.2% | +207.4% | -201.2% | -36.8% |
| 5Y | -28.1% | +353.7% | -381.9% | -65.4% |
| All | +110.9% | +741.9% | -631.0% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling