+5,006.6%
RTX vs SCCO
+33,989.4%
-28,982.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -5.2% | -5.3% | +0.1% | -4.0% |
| 30D | -9.4% | +2.7% | -12.0% | -10.3% |
| 3M | +12.3% | +4.2% | +8.1% | +9.8% |
| 6M | -3.1% | -0.6% | -2.5% | -4.9% |
| YTD | +10.7% | +45.0% | -34.3% | -1.8% |
| 1Y | +28.4% | +109.3% | -80.9% | +3.4% |
| 3Y | +147.1% | +180.8% | -33.7% | +77.8% |
| 5Y | +167.2% | +314.3% | -147.0% | +68.3% |
| 10Y | +274.7% | +1,083.3% | -808.6% | +75.2% |
| All | +5,006.6% | +33,989.4% | -28,982.8% | +904.4% |
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