+34.4%
JD vs SCCO
+682.0%
-647.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | -4.1% | -1.9% | -2.2% | -3.5% |
| 30D | +4.6% | -17.4% | +22.0% | +13.0% |
| 3M | -4.7% | -11.7% | +6.9% | -1.5% |
| 6M | -17.4% | -12.1% | -5.2% | -16.1% |
| YTD | +0.7% | +20.9% | -20.2% | -16.7% |
| 1Y | -5.9% | +31.3% | -37.2% | -25.7% |
| 3Y | +18.9% | +170.3% | -151.4% | -38.0% |
| 5Y | -62.9% | +240.8% | -303.7% | -83.0% |
| All | +34.4% | +682.0% | -647.6% | -56.6% |
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