-35.4%
RBLX vs SCCO
+254.8%
-290.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.0% | +2.9% |
| 7D | +8.1% | -2.7% | +10.8% | +8.8% |
| 30D | +23.9% | -0.2% | +24.1% | +23.4% |
| 3M | +8.1% | +17.8% | -9.6% | +1.9% |
| 6M | -23.7% | +2.3% | -26.0% | -25.9% |
| YTD | -44.6% | +41.6% | -86.2% | -52.0% |
| 1Y | -66.2% | +101.9% | -168.1% | -74.1% |
| 3Y | +54.7% | +186.2% | -131.5% | -2.1% |
| 5Y | -48.9% | +309.7% | -358.6% | -72.6% |
| All | -35.4% | +254.8% | -290.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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