-100.0%
RBNE vs SPY
+47.7%
-147.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -2.7% |
| 7D | -11.5% | -0.9% | -10.6% | -12.7% |
| 30D | -94.3% | -2.4% | -91.9% | -94.6% |
| 3M | -94.9% | -1.2% | -93.7% | -95.0% |
| 6M | -99.4% | +3.3% | -102.7% | -99.3% |
| YTD | -99.7% | +12.3% | -112.0% | -99.6% |
| 1Y | -99.9% | +12.4% | -112.3% | -99.8% |
| All | -100.0% | +47.7% | -147.7% | -99.9% |
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 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