+1,979.2%
RSG vs SCCO
+32,831.8%
-30,852.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +0.6% |
| 7D | -1.8% | -2.7% | +0.9% | -1.4% |
| 30D | +2.8% | -0.2% | +3.0% | +2.6% |
| 3M | +4.3% | +17.8% | -13.5% | +0.6% |
| 6M | -0.5% | +2.3% | -2.8% | -2.6% |
| YTD | +5.2% | +41.6% | -36.4% | -3.6% |
| 1Y | -2.1% | +101.9% | -104.0% | -16.4% |
| 3Y | +56.5% | +186.2% | -129.7% | +21.7% |
| 5Y | +89.5% | +309.7% | -220.2% | +33.8% |
| 10Y | +424.8% | +1,094.2% | -669.5% | +185.7% |
| All | +1,979.2% | +32,831.8% | -30,852.6% | +577.5% |
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