+204.8%
RBA vs SPY
+308.5%
-103.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -0.5% | +3.3% | -3.8% | -2.9% |
| 30D | +6.8% | -2.7% | +9.5% | +8.7% |
| 3M | +9.5% | -1.7% | +11.2% | +10.6% |
| 6M | -8.2% | +3.1% | -11.3% | -10.6% |
| YTD | -7.7% | +11.9% | -19.6% | -15.3% |
| 1Y | -6.9% | +12.0% | -18.9% | -14.6% |
| 3Y | +61.6% | +78.2% | -16.5% | +4.8% |
| 5Y | +44.7% | +73.2% | -28.5% | -4.9% |
| All | +204.8% | +308.5% | -103.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling