-61.6%
JD vs SCCO
+355.0%
-416.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -3.0% | +2.4% | -5.4% | -4.2% |
| 30D | -19.3% | +6.4% | -25.7% | -22.0% |
| 3M | -6.0% | +21.6% | -27.6% | -16.0% |
| 6M | +1.8% | +13.4% | -11.6% | -7.8% |
| YTD | -2.6% | +52.6% | -55.2% | -28.3% |
| 1Y | -17.4% | +122.4% | -139.8% | -52.1% |
| 3Y | -8.6% | +208.5% | -217.1% | -59.0% |
| 5Y | -61.6% | +353.9% | -415.5% | -86.9% |
| All | -61.6% | +355.0% | -416.6% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling