+42.3%
RBB vs SPY
+251.2%
-209.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.0% | +2.6% | -1.5% | -1.4% |
| 30D | +2.6% | -2.0% | +4.6% | +4.3% |
| 3M | -5.0% | -2.8% | -2.2% | -2.7% |
| 6M | +13.2% | +2.1% | +11.1% | +10.4% |
| YTD | +29.3% | +11.5% | +17.9% | +15.7% |
| 1Y | +38.2% | +13.5% | +24.7% | +21.5% |
| 3Y | +111.1% | +77.7% | +33.4% | +19.6% |
| 5Y | +14.2% | +72.6% | -58.4% | -33.5% |
| All | +42.3% | +251.2% | -209.0% | -53.4% |
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