-16.0%
JD vs SCCO
+105.0%
-121.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +1.3% |
| 7D | -2.6% | -2.7% | +0.1% | -2.3% |
| 30D | -15.4% | -0.2% | -15.2% | -15.5% |
| 3M | -5.0% | +17.8% | -22.8% | -8.3% |
| 6M | +0.9% | +2.3% | -1.3% | -0.8% |
| YTD | -2.5% | +41.6% | -44.1% | -17.4% |
| 1Y | -16.0% | +101.9% | -117.9% | -40.7% |
| All | -16.0% | +105.0% | -121.0% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling