-25.9%
ROBN vs SPY
+2.7%
-28.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.2% | -6.6% |
| 7D | -8.3% | +2.6% | -10.9% | -19.2% |
| 30D | -43.8% | -2.0% | -41.8% | -34.4% |
| 3M | -48.0% | -2.8% | -45.2% | -34.8% |
| 6M | -25.9% | +2.1% | -28.0% | -19.9% |
| All | -25.9% | +2.7% | -28.5% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling