-94.8%
RBLU vs SPY
+20.8%
-115.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.2% | +10.0% |
| 7D | +25.0% | +0.1% | +24.9% | +24.3% |
| 30D | +39.1% | +0.1% | +39.1% | +39.2% |
| 3M | -24.3% | +2.0% | -26.3% | -29.5% |
| 6M | -74.1% | +13.0% | -87.2% | -83.1% |
| YTD | -84.4% | +13.5% | -97.9% | -89.5% |
| 1Y | -94.8% | +20.0% | -114.8% | -97.0% |
| All | -94.8% | +20.8% | -115.7% | -97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling