-70.8%
OPEN vs SCCO
+636.4%
-707.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -4.3% | -5.3% | +1.0% | -1.0% |
| 30D | -16.2% | +2.7% | -18.9% | -17.9% |
| 3M | -36.4% | +4.2% | -40.6% | -38.6% |
| 6M | -35.5% | -0.6% | -34.8% | -37.2% |
| YTD | -46.0% | +45.0% | -90.9% | -59.5% |
| 1Y | -47.1% | +109.3% | -156.5% | -68.7% |
| 3Y | -19.0% | +180.8% | -199.8% | -62.0% |
| 5Y | -83.6% | +314.3% | -397.8% | -93.8% |
| All | -70.8% | +636.4% | -707.3% | -89.9% |
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