+96.1%
ROST vs SCCO
+178.0%
-81.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -10.3% | -0.2% | -10.1% | -10.4% |
| 3M | -2.6% | +17.8% | -20.3% | -5.1% |
| 6M | +6.5% | +2.3% | +4.3% | +5.1% |
| YTD | +25.9% | +41.6% | -15.7% | +17.8% |
| 1Y | +52.3% | +101.9% | -49.5% | +35.3% |
| All | +96.1% | +178.0% | -81.8% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling