+5,669.3%
ROK vs SCCO
+35,790.2%
-30,120.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.2% | +2.4% | -2.3% | -0.8% |
| 30D | -1.8% | +6.4% | -8.2% | -4.3% |
| 3M | -7.2% | +21.6% | -28.7% | -14.3% |
| 6M | +14.2% | +13.4% | +0.7% | +7.0% |
| YTD | +10.6% | +52.6% | -42.1% | -7.9% |
| 1Y | +25.9% | +122.4% | -96.5% | -8.9% |
| 3Y | +50.8% | +208.5% | -157.7% | -6.5% |
| 5Y | +47.0% | +353.9% | -306.9% | -23.6% |
| 10Y | +354.9% | +1,187.3% | -832.4% | +56.5% |
| All | +5,669.3% | +35,790.2% | -30,120.9% | +784.8% |
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