+22,317.1%
SCCO vs RL
+1,366.2%
+20,950.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -5.3% | -0.8% | -4.5% | -5.0% |
| 30D | +2.7% | -7.8% | +10.4% | +5.3% |
| 3M | +4.2% | -4.0% | +8.2% | +5.5% |
| 6M | -0.6% | -1.9% | +1.3% | -0.2% |
| YTD | +45.0% | -0.2% | +45.1% | +44.3% |
| 1Y | +109.3% | +10.7% | +98.6% | +100.9% |
| 3Y | +180.8% | +210.8% | -30.0% | +83.7% |
| 5Y | +314.3% | +238.2% | +76.0% | +154.7% |
| 10Y | +1,083.3% | +313.4% | +769.9% | +528.2% |
| All | +22,317.1% | +1,366.2% | +20,950.9% | +8,059.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling