+161.1%
SCCO vs DOC
+43.2%
+117.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.2% | -6.4% |
| 7D | -12.9% | +6.2% | -19.1% | -14.7% |
| 30D | -18.2% | +6.5% | -24.7% | -20.1% |
| 3M | -13.7% | -6.2% | -7.5% | -11.8% |
| 6M | +0.9% | +25.6% | -24.7% | -8.7% |
| YTD | +21.8% | +32.1% | -10.2% | +7.4% |
| 1Y | +30.5% | +20.3% | +10.2% | +19.6% |
| All | +161.1% | +43.2% | +117.9% | +111.3% |
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 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