+44.4%
RBB vs SPY
+254.9%
-210.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.3% |
| 7D | -1.9% | -0.8% | -1.2% | -1.2% |
| 30D | -2.8% | -1.1% | -1.8% | -1.9% |
| 3M | +9.0% | +3.9% | +5.2% | +5.0% |
| 6M | +28.7% | +13.6% | +15.1% | +13.5% |
| YTD | +31.3% | +12.7% | +18.6% | +16.6% |
| 1Y | +39.3% | +17.5% | +21.8% | +18.8% |
| 3Y | +115.2% | +76.9% | +38.3% | +23.1% |
| 5Y | +28.0% | +83.6% | -55.6% | -29.9% |
| All | +44.4% | +254.9% | -210.5% | -53.0% |
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 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