+1,458.0%
RBCAA vs SPY
+975.2%
+482.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -3.5% | +0.1% | -3.5% | -3.6% |
| 3M | +15.7% | +2.0% | +13.7% | +13.1% |
| 6M | +39.0% | +13.0% | +26.0% | +23.7% |
| YTD | +42.2% | +13.5% | +28.6% | +25.8% |
| 1Y | +27.6% | +20.0% | +7.7% | +7.2% |
| 3Y | +134.2% | +77.2% | +57.0% | +37.1% |
| 5Y | +118.1% | +81.9% | +36.2% | +21.5% |
| 10Y | +296.1% | +314.1% | -18.0% | +5.9% |
| All | +1,458.0% | +975.2% | +482.8% | +108.1% |
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