+292.2%
RCL vs SCCO
+243.3%
+48.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | +17.8% | -17.4% | +35.3% | +26.4% |
| 3M | +4.9% | -11.7% | +16.6% | +8.7% |
| 6M | +23.7% | -12.1% | +35.8% | +26.9% |
| YTD | +17.8% | +20.9% | -3.1% | +3.8% |
| 1Y | +28.9% | +31.3% | -2.4% | +9.7% |
| 3Y | +241.9% | +170.3% | +71.6% | +89.7% |
| All | +292.2% | +243.3% | +48.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling