+67.8%
RBKB vs SPY
+82.0%
-14.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +5.4% | +0.1% | +5.4% | +5.4% |
| 3M | +9.7% | +2.0% | +7.7% | +9.4% |
| 6M | +8.9% | +13.0% | -4.1% | +7.7% |
| YTD | +49.0% | +13.5% | +35.5% | +47.2% |
| 1Y | +31.7% | +20.0% | +11.7% | +29.3% |
| 3Y | +161.1% | +77.2% | +83.9% | +149.6% |
| All | +67.8% | +82.0% | -14.2% | +56.8% |
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