-9.7%
RKT vs SCCO
+313.8%
-323.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | +1.1% |
| 7D | -7.2% | -2.7% | -4.5% | -6.4% |
| 30D | -7.9% | -0.2% | -7.7% | -8.4% |
| 3M | +5.2% | +17.8% | -12.6% | -3.2% |
| 6M | -14.9% | +2.3% | -17.2% | -17.4% |
| YTD | -31.9% | +41.6% | -73.5% | -42.1% |
| 1Y | -36.9% | +101.9% | -138.8% | -54.0% |
| 3Y | +35.7% | +186.2% | -150.5% | -20.1% |
| 5Y | -9.7% | +309.7% | -319.3% | -54.9% |
| All | -9.7% | +313.8% | -323.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling