+196.2%
ON vs SCCO
+35,084.5%
-34,888.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.4% | -6.9% |
| 7D | -2.2% | +3.4% | -5.6% | -4.0% |
| 30D | -12.4% | +6.6% | -19.0% | -15.9% |
| 3M | -41.2% | +24.5% | -65.7% | -47.5% |
| 6M | +25.0% | +16.5% | +8.5% | +14.7% |
| YTD | +31.3% | +52.1% | -20.9% | +2.8% |
| 1Y | +45.4% | +114.2% | -68.8% | -4.1% |
| 3Y | -27.4% | +207.4% | -234.8% | -61.0% |
| 5Y | +58.5% | +353.7% | -295.3% | -31.3% |
| 10Y | +561.8% | +1,144.5% | -582.7% | +75.9% |
| All | +196.2% | +35,084.5% | -34,888.4% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling