+2.0%
RDW vs SCCO
+271.1%
-269.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.9% | -2.7% | +3.5% | +2.1% |
| 30D | -21.3% | -0.7% | -20.6% | -21.6% |
| 3M | -37.9% | +8.1% | -45.9% | -41.3% |
| 6M | +12.3% | +4.1% | +8.2% | +8.7% |
| YTD | +39.7% | +41.1% | -1.4% | +16.1% |
| 1Y | +25.7% | +95.6% | -69.9% | -11.0% |
| 3Y | +230.8% | +179.3% | +51.6% | +95.1% |
| 5Y | -8.8% | +308.3% | -317.1% | -53.1% |
| All | +2.0% | +271.1% | -269.0% | -48.2% |
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 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