-36.0%
ROL vs SCCO
+105.9%
-142.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.4% | -5.3% | +3.8% | -1.4% |
| 30D | -4.1% | +0.9% | -5.0% | -4.2% |
| 3M | -22.5% | +2.4% | -24.9% | -22.3% |
| 6M | -37.7% | -2.4% | -35.3% | -37.9% |
| YTD | -39.6% | +42.4% | -82.0% | -38.5% |
| 1Y | -36.0% | +105.6% | -141.7% | -34.4% |
| All | -36.0% | +105.9% | -142.0% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling