+1.6%
ROBT vs SPY
+79.8%
-78.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -4.1% | -2.0% | -2.1% | -1.5% |
| 30D | -4.6% | -1.7% | -3.0% | -2.5% |
| 3M | +5.4% | +4.7% | +0.7% | -0.5% |
| 6M | +15.5% | +12.5% | +3.0% | -0.1% |
| YTD | +9.5% | +11.7% | -2.3% | -4.3% |
| 1Y | +11.9% | +17.5% | -5.5% | -7.8% |
| 3Y | +35.7% | +76.6% | -40.8% | -31.9% |
| 5Y | +1.6% | +82.0% | -80.5% | -49.9% |
| All | +1.6% | +79.8% | -78.2% | -49.9% |
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 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