+16.4%
JD vs SCCO
+1,108.1%
-1,091.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +3.3% |
| 7D | -2.6% | -2.7% | +0.1% | -1.7% |
| 30D | -15.4% | -0.2% | -15.2% | -15.9% |
| 3M | -5.0% | +17.8% | -22.8% | -13.7% |
| 6M | +0.9% | +2.3% | -1.3% | -3.9% |
| YTD | -2.5% | +41.6% | -44.1% | -23.3% |
| 1Y | -16.0% | +101.9% | -117.9% | -45.3% |
| 3Y | -8.5% | +186.2% | -194.7% | -51.5% |
| 5Y | -61.8% | +309.7% | -371.4% | -83.2% |
| All | +16.4% | +1,108.1% | -1,091.7% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling