+134.2%
RBRK vs SCCO
+99.9%
+34.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -7.5% | -2.7% | -4.8% | -7.0% |
| 30D | -10.4% | -0.7% | -9.7% | -10.6% |
| 3M | +21.3% | +8.1% | +13.2% | +17.8% |
| 6M | +50.6% | +4.1% | +46.5% | +46.2% |
| YTD | +13.3% | +41.1% | -27.8% | -6.0% |
| 1Y | +11.2% | +95.6% | -84.3% | -21.3% |
| All | +134.2% | +99.9% | +34.3% | +49.9% |
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