+13.7%
RBB vs SPY
+72.7%
-59.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.3% | +3.3% | -2.0% | -1.3% |
| 30D | +1.9% | -2.7% | +4.6% | +4.1% |
| 3M | -4.1% | -1.7% | -2.3% | -2.9% |
| 6M | +11.9% | +3.1% | +8.9% | +8.7% |
| YTD | +29.6% | +11.9% | +17.7% | +17.2% |
| 1Y | +38.7% | +12.0% | +26.7% | +25.2% |
| 3Y | +111.0% | +78.2% | +32.9% | +27.9% |
| All | +13.7% | +72.7% | -59.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling