+54.2%
RGTI vs SCCO
+261.0%
-206.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | +0.5% | -2.7% | +3.1% | +1.9% |
| 30D | -17.1% | -0.7% | -16.4% | -16.9% |
| 3M | -26.0% | +8.1% | -34.1% | -29.5% |
| 6M | -9.9% | +4.1% | -14.0% | -12.0% |
| YTD | -31.1% | +41.1% | -72.2% | -44.6% |
| 1Y | -8.5% | +95.6% | -104.1% | -38.7% |
| 3Y | +652.2% | +179.3% | +473.0% | +314.4% |
| 5Y | +56.8% | +308.3% | -251.5% | -24.4% |
| All | +54.2% | +261.0% | -206.7% | -25.7% |
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