+63.9%
RBRK vs SCCO
+43.0%
+20.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -12.5% | -7.9% | -4.6% | -11.9% |
| 30D | -3.0% | -13.0% | +10.0% | -2.0% |
| 3M | +46.9% | -6.9% | +53.8% | +47.9% |
| 6M | +105.4% | +11.0% | +94.4% | +104.4% |
| YTD | +55.6% | +30.3% | +25.3% | +41.3% |
| 1Y | +63.9% | +45.0% | +18.9% | +41.1% |
| All | +63.9% | +43.0% | +20.9% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling