-27.1%
RKT vs SCCO
+481.2%
-508.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -6.3% | -2.7% | -3.6% | -5.5% |
| 30D | -6.2% | -0.7% | -5.5% | -6.5% |
| 3M | -1.9% | +8.1% | -10.0% | -6.1% |
| 6M | -13.0% | +4.1% | -17.1% | -15.9% |
| YTD | -31.9% | +41.1% | -73.0% | -41.4% |
| 1Y | -37.6% | +95.6% | -133.1% | -52.8% |
| 3Y | +36.8% | +179.3% | -142.4% | -14.0% |
| 5Y | -9.7% | +308.3% | -318.0% | -51.4% |
| All | -27.1% | +481.2% | -508.3% | -65.7% |
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 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