+52.1%
JD vs SCCO
+827.6%
-775.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | +4.2% | -16.5% | +20.7% | +11.6% |
| 3M | -12.8% | -10.4% | -2.4% | -10.3% |
| 6M | -8.8% | -2.8% | -6.0% | -11.2% |
| YTD | +0.5% | +27.2% | -26.7% | -17.0% |
| 1Y | -8.8% | +33.6% | -42.4% | -26.7% |
| 3Y | +18.6% | +182.4% | -163.8% | -35.0% |
| 5Y | -62.2% | +262.8% | -325.0% | -81.6% |
| 10Y | +32.2% | +724.4% | -692.2% | -55.4% |
| All | +52.1% | +827.6% | -775.5% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling