+1,247.4%
RRX vs SCCO
+35,790.2%
-34,542.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -0.7% | +2.4% | -3.2% | -1.6% |
| 30D | -8.0% | +6.4% | -14.4% | -10.3% |
| 3M | -25.1% | +21.6% | -46.6% | -30.3% |
| 6M | -18.3% | +13.4% | -31.7% | -22.2% |
| YTD | +14.2% | +52.6% | -38.5% | -3.0% |
| 1Y | +13.0% | +122.4% | -109.3% | -15.8% |
| 3Y | +4.2% | +208.5% | -204.3% | -31.8% |
| 5Y | +17.9% | +353.9% | -336.0% | -33.8% |
| 10Y | +220.4% | +1,187.3% | -966.8% | +26.4% |
| All | +1,247.4% | +35,790.2% | -34,542.9% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling