+588.9%
RVMD vs SCCO
+303.5%
+285.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | -0.7% | -0.7% | 0.0% | -0.9% |
| 3M | +36.5% | +8.1% | +28.5% | +32.3% |
| 6M | +104.6% | +4.1% | +100.5% | +98.6% |
| YTD | +155.8% | +41.1% | +114.7% | +120.8% |
| 1Y | +340.7% | +95.6% | +245.1% | +238.1% |
| 3Y | +519.9% | +179.3% | +340.7% | +290.9% |
| All | +588.9% | +303.5% | +285.3% | +263.2% |
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 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