-99.6%
RBNE vs SPY
+47.8%
-147.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -2.1% |
| 7D | +1.1% | -0.4% | +1.5% | +0.5% |
| 30D | +13.1% | -1.4% | +14.5% | +9.8% |
| 3M | -83.1% | +3.7% | -86.9% | -81.5% |
| 6M | -92.1% | +13.0% | -105.1% | -89.3% |
| YTD | -93.9% | +12.4% | -106.3% | -92.0% |
| 1Y | -98.1% | +18.5% | -116.7% | -96.8% |
| All | -99.6% | +47.8% | -147.4% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling