+1,069.9%
SCCO vs DOC
-2.1%
+1,071.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | +2.7% | -4.8% | +7.4% | +4.5% |
| 3M | +4.2% | +6.9% | -2.7% | +1.3% |
| 6M | -0.6% | +20.7% | -21.4% | -7.9% |
| YTD | +45.0% | +34.1% | +10.8% | +28.9% |
| 1Y | +109.3% | +22.6% | +86.7% | +91.5% |
| 3Y | +180.8% | +20.8% | +160.0% | +155.4% |
| 5Y | +314.3% | -24.9% | +339.1% | +336.5% |
| All | +1,069.9% | -2.1% | +1,071.9% | +1,129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling