+353.9%
SCCO vs RCAT
+184.3%
+169.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.7% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | +6.4% | -18.7% | +25.1% | +7.6% |
| 3M | +21.6% | -29.3% | +50.8% | +23.4% |
| 6M | +13.4% | -42.3% | +55.7% | +15.7% |
| YTD | +52.6% | +2.5% | +50.1% | +51.2% |
| 1Y | +122.4% | -5.7% | +128.1% | +119.7% |
| 3Y | +208.5% | +764.9% | -556.4% | +178.0% |
| 5Y | +353.9% | +182.3% | +171.6% | +316.8% |
| All | +353.9% | +184.3% | +169.6% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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