+31,611.0%
SCCO vs RRC
+614.0%
+30,997.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -5.3% | +1.3% | -6.6% | -5.6% |
| 30D | +2.7% | +10.1% | -7.5% | +0.2% |
| 3M | +4.2% | +4.0% | +0.2% | +2.9% |
| 6M | -0.6% | +1.6% | -2.2% | -2.0% |
| YTD | +45.0% | +19.7% | +25.3% | +37.0% |
| 1Y | +109.3% | +21.4% | +87.9% | +96.2% |
| 3Y | +180.8% | +29.7% | +151.1% | +155.0% |
| 5Y | +314.3% | +153.9% | +160.4% | +202.0% |
| 10Y | +1,083.3% | +10.8% | +1,072.5% | +751.9% |
| All | +31,611.0% | +614.0% | +30,997.0% | +16,836.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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