-30.4%
ROBN vs SPY
+20.8%
-51.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -1.7% |
| 7D | +34.0% | +0.1% | +33.9% | +35.2% |
| 30D | +60.7% | +0.1% | +60.6% | +65.6% |
| 3M | +60.0% | +2.0% | +58.0% | +48.1% |
| 6M | +55.9% | +13.0% | +42.9% | -21.6% |
| YTD | -27.7% | +13.5% | -41.3% | -63.0% |
| 1Y | -30.4% | +20.0% | -50.3% | -68.8% |
| All | -30.4% | +20.8% | -51.2% | -68.8% |
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