-30.2%
RIG vs SCCO
+177.0%
-207.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.4% |
| 30D | -0.5% | -0.7% | +0.2% | -0.9% |
| 3M | -6.0% | +8.1% | -14.1% | -10.1% |
| 6M | -10.1% | +4.1% | -14.2% | -14.8% |
| YTD | +37.3% | +41.1% | -3.8% | +8.1% |
| 1Y | +73.9% | +95.6% | -21.6% | +13.1% |
| 3Y | -30.2% | +179.3% | -209.4% | -63.9% |
| All | -30.2% | +177.0% | -207.2% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling