-99.6%
RBNE vs SPY
+49.3%
-148.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +2.7% |
| 7D | +1.5% | +0.1% | +1.4% | +1.8% |
| 30D | +9.9% | +0.1% | +9.9% | +9.9% |
| 3M | -82.9% | +2.0% | -84.9% | -82.1% |
| 6M | -93.2% | +13.0% | -106.2% | -90.7% |
| YTD | -93.9% | +13.5% | -107.5% | -91.9% |
| 1Y | -98.1% | +20.0% | -118.1% | -96.7% |
| All | -99.6% | +49.3% | -148.9% | -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 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