+3,554.7%
RBA vs SPY
+1,084.8%
+2,469.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -20.5% | +2.0% | -22.5% | -21.5% |
| 6M | -18.5% | +13.0% | -31.6% | -24.1% |
| YTD | -18.2% | +13.5% | -31.8% | -23.9% |
| 1Y | -27.5% | +20.0% | -47.5% | -34.7% |
| 3Y | +38.1% | +77.2% | -39.1% | -0.4% |
| 5Y | +44.8% | +81.9% | -37.1% | +2.5% |
| 10Y | +187.1% | +314.1% | -126.9% | +31.4% |
| All | +3,554.7% | +1,084.8% | +2,469.9% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling