+4,220.7%
ROL vs SCCO
+33,989.4%
-29,768.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -5.3% | +3.8% | -0.4% |
| 30D | -4.1% | +2.7% | -6.8% | -4.8% |
| 3M | -22.5% | +4.2% | -26.7% | -23.8% |
| 6M | -37.7% | -0.6% | -37.0% | -38.6% |
| YTD | -39.6% | +45.0% | -84.5% | -45.2% |
| 1Y | -36.0% | +109.3% | -145.3% | -46.5% |
| 3Y | -5.1% | +180.8% | -185.9% | -27.7% |
| 5Y | -3.4% | +314.3% | -317.6% | -34.1% |
| 10Y | +215.2% | +1,083.3% | -868.1% | +62.9% |
| All | +4,220.7% | +33,989.4% | -29,768.7% | +1,051.8% |
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