-94.6%
RBLU vs SPY
+18.1%
-112.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | -0.1% |
| 7D | +9.9% | -0.8% | +10.7% | +12.3% |
| 30D | +59.2% | -1.1% | +60.3% | +64.4% |
| 3M | -16.7% | +3.9% | -20.5% | -27.2% |
| 6M | -64.3% | +13.6% | -77.9% | -77.3% |
| YTD | -82.8% | +12.7% | -95.5% | -88.2% |
| 1Y | -94.6% | +17.5% | -112.1% | -96.7% |
| All | -94.6% | +18.1% | -112.7% | -96.7% |
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 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