-70.1%
RIG vs SCCO
+35,790.3%
-35,860.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -8.2% | +2.4% | -10.6% | -9.4% |
| 30D | -0.2% | +6.4% | -6.6% | -3.8% |
| 3M | -2.7% | +21.6% | -24.3% | -13.3% |
| 6M | -7.5% | +13.4% | -20.9% | -17.5% |
| YTD | +38.3% | +52.6% | -14.4% | +4.7% |
| 1Y | +81.8% | +122.4% | -40.5% | +13.3% |
| 3Y | -30.2% | +208.5% | -238.7% | -63.8% |
| 5Y | +59.9% | +353.9% | -294.0% | -30.4% |
| 10Y | -41.9% | +1,187.3% | -1,229.2% | -83.0% |
| All | -70.1% | +35,790.3% | -35,860.3% | -95.8% |
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