+67.3%
RBKB vs SPY
+76.2%
-8.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.6% |
| 30D | -1.5% | -1.0% | -0.5% | -1.4% |
| 3M | +8.8% | -0.3% | +9.1% | +8.8% |
| 6M | +13.1% | +7.3% | +5.8% | +12.3% |
| YTD | +51.4% | +13.3% | +38.1% | +49.5% |
| 1Y | +86.3% | +14.8% | +71.5% | +83.7% |
| 3Y | +180.9% | +82.9% | +98.0% | +167.8% |
| 5Y | +67.3% | +75.6% | -8.3% | +53.4% |
| All | +67.3% | +76.2% | -8.9% | +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 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