+312.1%
ROST vs SCCO
+1,104.1%
-792.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | -6.9% | -0.7% | -6.2% | -7.0% |
| 3M | -3.3% | +8.1% | -11.4% | -6.1% |
| 6M | +9.0% | +4.1% | +4.9% | +5.7% |
| YTD | +28.9% | +41.1% | -12.3% | +13.1% |
| 1Y | +54.0% | +95.6% | -41.6% | +22.3% |
| 3Y | +100.7% | +179.3% | -78.5% | +35.9% |
| 5Y | +116.0% | +308.3% | -192.3% | +22.4% |
| All | +312.1% | +1,104.1% | -792.0% | +63.7% |
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