+129.7%
ROP vs SCCO
+1,104.1%
-974.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.6% | -2.7% | -2.0% | -4.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | +17.1% | +8.1% | +9.0% | +14.5% |
| 6M | +10.9% | +4.1% | +6.7% | +8.0% |
| YTD | -12.1% | +41.1% | -53.2% | -21.1% |
| 1Y | -24.2% | +95.6% | -119.8% | -37.5% |
| 3Y | -20.4% | +179.3% | -199.6% | -42.4% |
| 5Y | -15.4% | +308.3% | -323.7% | -47.1% |
| All | +129.7% | +1,104.1% | -974.4% | -7.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling