+250.2%
SCCO vs RL
+239.2%
+11.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.9% |
| 30D | -17.4% | +2.9% | -20.4% | -18.3% |
| 3M | -11.7% | 0.0% | -11.7% | -11.9% |
| 6M | -12.1% | +17.1% | -29.2% | -17.9% |
| YTD | +20.9% | +10.1% | +10.7% | +15.5% |
| 1Y | +31.3% | +17.3% | +14.0% | +22.5% |
| 3Y | +170.3% | +249.3% | -79.0% | +62.2% |
| All | +250.2% | +239.2% | +11.0% | +99.1% |
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