+68.0%
RBKB vs SPY
+67.0%
+1.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.2% |
| 7D | +1.2% | -4.7% | +5.9% | +1.6% |
| 30D | -1.7% | -5.9% | +4.3% | -1.1% |
| 3M | +6.9% | -4.5% | +11.5% | +7.3% |
| 6M | +12.9% | +1.8% | +11.2% | +12.7% |
| YTD | +51.1% | +8.3% | +42.8% | +49.8% |
| 1Y | +86.3% | +9.3% | +76.9% | +84.5% |
| 3Y | +180.3% | +74.9% | +105.4% | +168.2% |
| 5Y | +68.0% | +67.3% | +0.7% | +54.7% |
| All | +68.0% | +67.0% | +1.0% | +54.7% |
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