+164.1%
SCCO vs DOC
+44.2%
+119.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -4.8% | +6.5% | -11.3% | -6.8% |
| 30D | -15.8% | +9.2% | -24.9% | -18.5% |
| 3M | -10.9% | -2.5% | -8.4% | -10.2% |
| 6M | -5.1% | +7.1% | -12.2% | -8.2% |
| YTD | +23.2% | +33.0% | -9.8% | +8.3% |
| 1Y | +30.7% | +23.3% | +7.4% | +18.6% |
| 3Y | +164.1% | +44.9% | +119.2% | +113.2% |
| All | +164.1% | +44.2% | +119.9% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling