+31.3%
SCCO vs DOC
+21.6%
+9.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -17.4% | +7.7% | -25.2% | -18.5% |
| 3M | -11.7% | -2.0% | -9.7% | -11.0% |
| 6M | -12.1% | +5.9% | -18.0% | -13.7% |
| YTD | +20.9% | +31.8% | -11.0% | +13.8% |
| 1Y | +31.3% | +22.5% | +8.8% | +25.5% |
| All | +31.3% | +21.6% | +9.7% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling