-59.9%
RBLY vs SPY
+21.1%
-81.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +3.9% |
| 30D | +19.1% | -1.1% | +20.1% | +20.7% |
| 3M | -0.8% | +3.9% | -4.6% | -6.1% |
| 6M | -31.0% | +13.6% | -44.6% | -43.5% |
| YTD | -46.7% | +12.7% | -59.3% | -55.4% |
| 1Y | -64.2% | +17.5% | -81.7% | -71.5% |
| All | -59.9% | +21.1% | -81.0% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling