+173.5%
RCL vs SCCO
+199.6%
-26.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -2.2% | +2.4% | -4.6% | -3.0% |
| 30D | -15.7% | +6.4% | -22.1% | -17.6% |
| 3M | -8.0% | +21.6% | -29.5% | -14.4% |
| 6M | -10.1% | +13.4% | -23.5% | -15.1% |
| YTD | -5.9% | +52.6% | -58.5% | -19.6% |
| 1Y | -23.5% | +122.4% | -145.9% | -42.7% |
| All | +173.5% | +199.6% | -26.1% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling