+18.1%
RRX vs SCCO
+303.5%
-285.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -0.3% | -2.7% | +2.3% | +0.6% |
| 30D | -6.1% | -0.7% | -5.4% | -6.5% |
| 3M | -23.1% | +8.1% | -31.1% | -26.4% |
| 6M | -19.5% | +4.1% | -23.6% | -22.1% |
| YTD | +16.1% | +41.1% | -25.1% | -2.8% |
| 1Y | +12.9% | +95.6% | -82.6% | -18.1% |
| 3Y | +7.9% | +179.3% | -171.3% | -34.5% |
| All | +18.1% | +303.5% | -285.4% | -40.6% |
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