+18,590.8%
SCCO vs RL
+1,517.3%
+17,073.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.8% |
| 30D | -17.4% | +2.9% | -20.4% | -18.2% |
| 3M | -11.7% | 0.0% | -11.7% | -11.9% |
| 6M | -12.1% | +17.1% | -29.2% | -17.3% |
| YTD | +20.9% | +10.1% | +10.7% | +16.2% |
| 1Y | +31.3% | +17.3% | +14.0% | +23.4% |
| 3Y | +170.3% | +249.3% | -79.0% | +69.8% |
| 5Y | +240.8% | +240.9% | -0.1% | +109.6% |
| 10Y | +683.6% | +337.3% | +346.4% | +307.0% |
| All | +18,590.8% | +1,517.3% | +17,073.5% | +6,465.7% |
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