+49.3%
RMD vs SCCO
+178.0%
-128.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.1% | +0.8% |
| 7D | -4.2% | -2.7% | -1.5% | -3.9% |
| 30D | -2.1% | -0.2% | -1.9% | -2.2% |
| 3M | +13.8% | +17.8% | -4.0% | +10.4% |
| 6M | -10.6% | +2.3% | -12.9% | -11.8% |
| YTD | -8.1% | +41.6% | -49.7% | -15.7% |
| 1Y | -18.0% | +101.9% | -119.8% | -30.2% |
| All | +49.3% | +178.0% | -128.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling