+50.5%
ROBN vs SPY
+27.6%
+22.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -1.0% |
| 7D | +13.1% | -0.4% | +13.5% | +17.2% |
| 30D | +38.3% | -1.4% | +39.7% | +53.6% |
| 3M | +59.7% | +3.7% | +56.0% | +35.7% |
| 6M | +49.6% | +13.0% | +36.6% | -13.2% |
| YTD | -35.7% | +12.4% | -48.1% | -59.1% |
| 1Y | -52.3% | +18.5% | -70.8% | -74.1% |
| All | +50.5% | +27.6% | +22.9% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling