-23.6%
RKT vs SCCO
+526.5%
-550.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.7% |
| 7D | +6.0% | +3.4% | +2.5% | +4.5% |
| 30D | +0.7% | +6.6% | -6.0% | -2.3% |
| 3M | +11.8% | +24.5% | -12.7% | +1.5% |
| 6M | -7.6% | +16.5% | -24.1% | -14.3% |
| YTD | -28.7% | +52.1% | -80.8% | -40.2% |
| 1Y | -32.6% | +114.2% | -146.7% | -50.7% |
| 3Y | +42.1% | +207.4% | -165.3% | -13.8% |
| 5Y | -7.2% | +353.7% | -360.9% | -51.8% |
| All | -23.6% | +526.5% | -550.1% | -65.0% |
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