+3,426.9%
RIO vs SCCO
+35,670.2%
-32,243.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -2.3% |
| 7D | +1.9% | +3.4% | -1.5% | -0.1% |
| 30D | +5.0% | +6.6% | -1.7% | +0.8% |
| 3M | +5.1% | +24.5% | -19.4% | -8.4% |
| 6M | +17.6% | +16.5% | +1.1% | +5.1% |
| YTD | +36.3% | +52.1% | -15.8% | +2.6% |
| 1Y | +71.2% | +114.2% | -43.0% | +4.5% |
| 3Y | +102.7% | +207.4% | -104.7% | -5.1% |
| 5Y | +99.6% | +353.7% | -254.2% | -27.0% |
| 10Y | +603.1% | +1,144.5% | -541.4% | +36.6% |
| All | +3,426.9% | +35,670.2% | -32,243.3% | +192.9% |
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 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