-76.8%
RBBN vs SPY
+322.5%
-399.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +1.0% |
| 30D | -4.3% | -1.1% | -3.3% | -2.9% |
| 3M | -26.3% | +3.9% | -30.2% | -29.9% |
| 6M | -11.6% | +13.6% | -25.2% | -25.0% |
| YTD | -30.9% | +12.7% | -43.6% | -41.2% |
| 1Y | -49.5% | +17.5% | -67.0% | -59.2% |
| 3Y | -27.9% | +76.9% | -104.8% | -64.6% |
| 5Y | -67.0% | +83.6% | -150.6% | -84.1% |
| All | -76.8% | +322.5% | -399.3% | -96.4% |
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