+3,568.5%
RCL vs SCCO
+33,989.4%
-30,420.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.1% | -5.3% | +0.2% | -2.9% |
| 30D | -19.0% | +2.7% | -21.7% | -20.3% |
| 3M | -9.6% | +4.2% | -13.8% | -12.5% |
| 6M | -6.7% | -0.6% | -6.1% | -8.4% |
| YTD | -3.9% | +45.0% | -48.9% | -20.9% |
| 1Y | -25.1% | +109.3% | -134.4% | -48.0% |
| 3Y | +179.1% | +180.8% | -1.7% | +63.3% |
| 5Y | +243.3% | +314.3% | -71.0% | +65.4% |
| 10Y | +325.8% | +1,083.3% | -757.5% | +33.3% |
| All | +3,568.5% | +33,989.4% | -30,420.9% | +415.9% |
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