0.0%
RONB vs SPY
+12.0%
-12.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.3% |
| 7D | +1.5% | -0.9% | +2.5% | +2.5% |
| 30D | -0.6% | -2.4% | +1.7% | +1.9% |
| 3M | +7.9% | -1.2% | +9.1% | +9.4% |
| 6M | +8.1% | +3.3% | +4.9% | +5.8% |
| YTD | +0.3% | +12.3% | -12.0% | -8.9% |
| All | 0.0% | +12.0% | -12.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling