-42.2%
RIG vs SCCO
+1,104.1%
-1,146.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -3.1% | -2.7% | -0.4% | -1.8% |
| 30D | -0.5% | -0.7% | +0.2% | -1.5% |
| 3M | -6.0% | +8.1% | -14.1% | -13.9% |
| 6M | -10.1% | +4.1% | -14.2% | -20.3% |
| YTD | +37.3% | +41.1% | -3.8% | -7.7% |
| 1Y | +73.9% | +95.6% | -21.6% | -11.8% |
| 3Y | -30.2% | +179.3% | -209.4% | -75.9% |
| 5Y | +62.5% | +308.3% | -245.8% | -61.1% |
| All | -42.2% | +1,104.1% | -1,146.3% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling