-7.2%
JD vs SCCO
+199.6%
-206.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.9% |
| 30D | -19.3% | +6.4% | -25.7% | -21.4% |
| 3M | -6.0% | +21.6% | -27.6% | -13.8% |
| 6M | +1.8% | +13.4% | -11.6% | -5.4% |
| YTD | -2.6% | +52.6% | -55.2% | -24.6% |
| 1Y | -17.4% | +122.4% | -139.8% | -48.3% |
| All | -7.2% | +199.6% | -206.9% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling