+44.6%
RBA vs SPY
+75.1%
-30.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +4.3% | -2.7% | +7.0% | +6.1% |
| 30D | +16.3% | -5.4% | +21.7% | +20.5% |
| 3M | +1.3% | -4.1% | +5.4% | +4.0% |
| 6M | -11.1% | +0.7% | -11.8% | -11.9% |
| YTD | -8.5% | +8.7% | -17.1% | -14.1% |
| 1Y | -2.1% | +10.9% | -13.0% | -9.4% |
| 3Y | +44.6% | +75.0% | -30.4% | +19.0% |
| All | +44.6% | +75.1% | -30.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling