+3,991.3%
RBA vs SPY
+1,033.9%
+2,957.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +4.3% | -2.7% | +7.0% | +5.8% |
| 30D | +16.3% | -5.4% | +21.7% | +19.9% |
| 3M | +1.3% | -4.1% | +5.4% | +3.6% |
| 6M | -11.1% | +0.7% | -11.8% | -11.6% |
| YTD | -8.5% | +8.7% | -17.1% | -12.8% |
| 1Y | -2.1% | +10.9% | -13.0% | -7.8% |
| 3Y | +44.6% | +75.0% | -30.4% | +4.8% |
| 5Y | +36.8% | +67.8% | -31.0% | +1.1% |
| 10Y | +227.3% | +312.9% | -85.5% | +50.2% |
| All | +3,991.3% | +1,033.9% | +2,957.4% | +1,005.9% |
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