+331.2%
RCL vs SCCO
+1,108.1%
-776.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | +3.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.4% |
| 30D | -15.7% | -0.2% | -15.5% | -16.4% |
| 3M | -3.6% | +17.8% | -21.4% | -13.4% |
| 6M | -8.7% | +2.3% | -10.9% | -12.4% |
| YTD | -6.2% | +41.6% | -47.8% | -26.3% |
| 1Y | -22.9% | +101.9% | -124.7% | -51.1% |
| 3Y | +173.6% | +186.2% | -12.6% | +30.2% |
| 5Y | +226.6% | +309.7% | -83.1% | +15.9% |
| All | +331.2% | +1,108.1% | -776.9% | -10.6% |
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