-4.2%
ROL vs SCCO
+355.0%
-359.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -3.3% | +2.4% | -5.7% | -3.4% |
| 30D | -7.2% | +6.4% | -13.6% | -7.6% |
| 3M | -27.0% | +21.6% | -48.5% | -27.9% |
| 6M | -39.5% | +13.4% | -52.9% | -40.2% |
| YTD | -41.8% | +52.6% | -94.4% | -43.9% |
| 1Y | -38.9% | +122.4% | -161.2% | -43.1% |
| 3Y | -0.4% | +208.5% | -208.8% | -12.5% |
| 5Y | -4.2% | +353.9% | -358.1% | -21.9% |
| All | -4.2% | +355.0% | -359.2% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling