+45.1%
ROBN vs SPY
+26.9%
+18.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -0.4% |
| 7D | -17.8% | -2.0% | -15.9% | -8.2% |
| 30D | +33.9% | -1.7% | +35.6% | +51.2% |
| 3M | +44.7% | +4.7% | +40.0% | +17.7% |
| 6M | +47.5% | +12.5% | +35.0% | -12.3% |
| YTD | -38.0% | +11.7% | -49.8% | -59.3% |
| 1Y | -53.1% | +17.5% | -70.6% | -73.3% |
| All | +45.1% | +26.9% | +18.2% | -4.0% |
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