-53.4%
ROBN vs SPY
+17.1%
-70.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | +0.2% |
| 7D | -17.8% | -2.0% | -15.9% | -6.3% |
| 30D | +33.9% | -1.7% | +35.6% | +54.2% |
| 3M | +44.7% | +4.7% | +40.0% | +11.4% |
| 6M | +47.5% | +12.5% | +35.0% | -25.0% |
| YTD | -38.0% | +11.7% | -49.8% | -64.7% |
| All | -53.4% | +17.1% | -70.5% | -75.3% |
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