-60.1%
RBLY vs SPY
+21.3%
-81.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.0% |
| 7D | +6.7% | +0.5% | +6.1% | +5.8% |
| 30D | +14.6% | -0.9% | +15.6% | +16.0% |
| 3M | +0.3% | +3.9% | -3.6% | -5.1% |
| 6M | -34.1% | +14.5% | -48.6% | -46.7% |
| YTD | -47.0% | +12.9% | -59.9% | -55.8% |
| 1Y | -63.3% | +19.4% | -82.7% | -71.5% |
| All | -60.1% | +21.3% | -81.5% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling