+2,739.2%
DXCM vs SCCO
+5,281.7%
-2,542.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +3.2% |
| 7D | +4.9% | -1.9% | +6.8% | +5.5% |
| 30D | -0.2% | -17.4% | +17.3% | +5.7% |
| 3M | -8.9% | -11.7% | +2.7% | -6.3% |
| 6M | +42.3% | -12.1% | +54.4% | +43.9% |
| YTD | +25.6% | +20.9% | +4.7% | +11.8% |
| 1Y | +39.5% | +31.3% | +8.2% | +20.7% |
| 3Y | -15.3% | +170.3% | -185.6% | -45.9% |
| 5Y | -48.4% | +240.8% | -289.2% | -70.8% |
| 10Y | +411.4% | +683.6% | -272.3% | +88.8% |
| All | +2,739.2% | +5,281.7% | -2,542.5% | +309.1% |
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 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