+205.1%
ROL vs SCCO
+1,108.1%
-903.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +1.0% |
| 7D | -3.2% | -2.7% | -0.5% | -2.9% |
| 30D | -6.6% | -0.2% | -6.4% | -6.8% |
| 3M | -27.3% | +17.8% | -45.1% | -29.3% |
| 6M | -38.1% | +2.3% | -40.3% | -39.0% |
| YTD | -41.8% | +41.6% | -83.4% | -45.9% |
| 1Y | -37.8% | +101.9% | -139.7% | -45.8% |
| 3Y | -0.3% | +186.2% | -186.5% | -21.2% |
| 5Y | -5.1% | +309.7% | -314.7% | -32.6% |
| All | +205.1% | +1,108.1% | -903.0% | +64.3% |
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