+353.9%
SCCO vs RL
+233.3%
+120.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +1.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +6.4% | -17.5% | +23.9% | +14.3% |
| 3M | +21.6% | -14.0% | +35.6% | +28.4% |
| 6M | +13.4% | -2.0% | +15.4% | +13.9% |
| YTD | +52.6% | -4.6% | +57.2% | +54.3% |
| 1Y | +122.4% | +9.5% | +112.9% | +113.8% |
| 3Y | +208.5% | +200.5% | +8.0% | +99.9% |
| 5Y | +353.9% | +226.3% | +127.6% | +169.8% |
| All | +353.9% | +233.3% | +120.6% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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