+23.8%
ROK vs SCCO
+101.5%
-77.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.2% | -2.7% | +1.4% | -0.7% |
| 30D | -4.8% | -0.7% | -4.1% | -5.0% |
| 3M | -6.1% | +8.1% | -14.2% | -9.0% |
| 6M | +15.5% | +4.1% | +11.4% | +11.8% |
| YTD | +11.2% | +41.1% | -30.0% | -2.0% |
| 1Y | +23.8% | +95.6% | -71.7% | +3.4% |
| All | +23.8% | +101.5% | -77.7% | +3.4% |
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