+69.3%
ROBN vs SPY
+29.0%
+40.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -2.1% |
| 7D | +34.0% | +0.1% | +33.9% | +35.1% |
| 30D | +60.7% | +0.1% | +60.6% | +65.1% |
| 3M | +60.0% | +2.0% | +58.0% | +49.9% |
| 6M | +55.9% | +13.0% | +42.9% | -9.2% |
| YTD | -27.7% | +13.5% | -41.3% | -56.6% |
| 1Y | -30.4% | +20.0% | -50.3% | -64.5% |
| All | +69.3% | +29.0% | +40.4% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling