-37.8%
ROBN vs SPY
+26.6%
-64.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.2% | -6.6% |
| 7D | -8.3% | +2.6% | -10.9% | -19.7% |
| 30D | -43.8% | -2.0% | -41.8% | -34.8% |
| 3M | -48.0% | -2.8% | -45.2% | -34.1% |
| 6M | -25.9% | +2.1% | -28.0% | -25.4% |
| YTD | -73.5% | +11.5% | -84.9% | -81.3% |
| 1Y | -78.9% | +13.5% | -92.4% | -86.0% |
| All | -37.8% | +26.6% | -64.4% | -56.0% |
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 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