+629.3%
ON vs SCCO
+1,104.1%
-474.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -2.7% | +5.0% | +3.5% |
| 30D | -8.6% | -0.7% | -7.9% | -9.4% |
| 3M | -34.3% | +8.1% | -42.4% | -38.0% |
| 6M | +28.5% | +4.1% | +24.4% | +22.9% |
| YTD | +40.6% | +41.1% | -0.5% | +7.3% |
| 1Y | +55.3% | +95.6% | -40.2% | -3.8% |
| 3Y | -22.2% | +179.3% | -201.4% | -63.6% |
| 5Y | +62.4% | +308.3% | -245.9% | -43.6% |
| All | +629.3% | +1,104.1% | -474.8% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling