+42.5%
RBB vs SPY
+252.5%
-210.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +1.3% | +3.3% | -2.0% | -1.7% |
| 30D | +1.9% | -2.7% | +4.6% | +4.4% |
| 3M | -4.1% | -1.7% | -2.3% | -2.8% |
| 6M | +11.9% | +3.1% | +8.9% | +8.2% |
| YTD | +29.6% | +11.9% | +17.7% | +15.6% |
| 1Y | +38.7% | +12.0% | +26.7% | +23.4% |
| 3Y | +111.0% | +78.2% | +32.9% | +19.3% |
| 5Y | +14.5% | +73.2% | -58.8% | -33.6% |
| All | +42.5% | +252.5% | -210.0% | -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 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