-6.1%
RDW vs SCCO
+303.5%
-309.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -2.7% | +3.5% | +2.3% |
| 30D | -21.3% | -0.7% | -20.6% | -21.7% |
| 3M | -37.9% | +8.1% | -45.9% | -41.7% |
| 6M | +12.3% | +4.1% | +8.2% | +8.1% |
| YTD | +39.7% | +41.1% | -1.4% | +12.8% |
| 1Y | +25.7% | +95.6% | -69.9% | -15.6% |
| 3Y | +230.8% | +179.3% | +51.6% | +76.7% |
| All | -6.1% | +303.5% | -309.6% | -57.9% |
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 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