+4,085.4%
RBA vs SPY
+1,071.7%
+3,013.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +9.0% | -2.4% | +11.3% | +10.3% |
| 3M | +7.2% | -1.2% | +8.3% | +7.7% |
| 6M | -7.8% | +3.3% | -11.1% | -9.7% |
| YTD | -6.4% | +12.3% | -18.6% | -12.5% |
| 1Y | -4.2% | +12.4% | -16.6% | -10.5% |
| 3Y | +64.1% | +78.8% | -14.7% | +17.7% |
| 5Y | +48.4% | +75.2% | -26.8% | +7.1% |
| 10Y | +209.9% | +311.1% | -101.2% | +42.2% |
| All | +4,085.4% | +1,071.7% | +3,013.6% | +1,010.3% |
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