+170.8%
RBRK vs SCHG
+62.9%
+107.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.3% | +15.4% | +15.2% |
| 7D | +7.0% | -0.8% | +7.8% | +8.4% |
| 30D | -2.0% | -1.5% | -0.5% | +0.8% |
| 3M | +46.9% | +5.6% | +41.4% | +35.7% |
| 6M | +87.5% | +18.1% | +69.4% | +45.6% |
| YTD | +31.0% | +8.3% | +22.7% | +17.3% |
| 1Y | +34.5% | +12.6% | +21.9% | +13.9% |
| All | +170.8% | +62.9% | +107.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling