+54.3%
JD vs SCCO
+957.5%
-903.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -5.3% | +3.6% | +0.6% |
| 30D | -13.2% | +2.7% | -15.8% | -14.5% |
| 3M | -3.2% | +4.2% | -7.4% | -6.8% |
| 6M | +15.2% | -0.6% | +15.9% | +11.5% |
| YTD | +2.0% | +45.0% | -43.0% | -19.2% |
| 1Y | -5.4% | +109.3% | -114.7% | -37.7% |
| 3Y | -9.1% | +180.8% | -189.9% | -49.1% |
| 5Y | -59.6% | +314.3% | -373.9% | -81.2% |
| 10Y | +26.2% | +1,083.3% | -1,057.1% | -62.0% |
| All | +54.3% | +957.5% | -903.2% | -50.8% |
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