+271.5%
RMD vs SCCO
+1,104.1%
-832.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.4% | -2.7% | -1.8% | -4.0% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | +13.8% | +8.1% | +5.7% | +11.0% |
| 6M | -8.6% | +4.1% | -12.7% | -10.9% |
| YTD | -8.6% | +41.1% | -49.8% | -18.1% |
| 1Y | -19.7% | +95.6% | -115.2% | -33.7% |
| 3Y | +48.4% | +179.3% | -130.9% | +8.6% |
| 5Y | -22.7% | +308.3% | -331.0% | -50.2% |
| All | +271.5% | +1,104.1% | -832.6% | +73.1% |
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