-15.0%
ROP vs SCCO
+303.5%
-318.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.6% | -2.7% | -2.0% | -4.5% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | +17.1% | +8.1% | +9.0% | +16.2% |
| 6M | +10.9% | +4.1% | +6.7% | +10.1% |
| YTD | -12.1% | +41.1% | -53.2% | -16.6% |
| 1Y | -24.2% | +95.6% | -119.8% | -31.5% |
| 3Y | -20.4% | +179.3% | -199.6% | -33.6% |
| All | -15.0% | +303.5% | -318.5% | -34.8% |
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 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