-98.5%
RBNE vs SPY
+17.2%
-115.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +3.9% | -2.0% | +5.9% | +3.9% |
| 30D | +11.7% | -1.7% | +13.4% | +11.7% |
| 3M | -83.4% | +4.7% | -88.1% | -83.5% |
| 6M | -91.0% | +12.5% | -103.5% | -91.0% |
| YTD | -93.9% | +11.7% | -105.6% | -93.9% |
| 1Y | -98.5% | +17.5% | -115.9% | -98.2% |
| All | -98.5% | +17.2% | -115.7% | -98.2% |
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 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