+603.6%
RVMD vs SCCO
+586.1%
+17.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | +0.3% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | -1.1% | -0.2% | -0.9% | -1.5% |
| 3M | +41.0% | +17.8% | +23.3% | +31.8% |
| 6M | +105.7% | +2.3% | +103.4% | +99.6% |
| YTD | +155.3% | +41.6% | +113.7% | +115.4% |
| 1Y | +402.7% | +101.9% | +300.8% | +267.9% |
| 3Y | +533.1% | +186.2% | +346.9% | +278.3% |
| 5Y | +583.5% | +309.7% | +273.9% | +235.8% |
| All | +603.6% | +586.1% | +17.5% | +122.1% |
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