+118.5%
RRBI vs SPY
+82.3%
+36.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +0.4% | -0.8% | +1.1% | +0.9% |
| 30D | +1.4% | -1.1% | +2.4% | +2.1% |
| 3M | +13.5% | +3.9% | +9.6% | +10.2% |
| 6M | +19.4% | +13.6% | +5.8% | +8.3% |
| YTD | +46.0% | +12.7% | +33.4% | +33.1% |
| 1Y | +60.3% | +17.5% | +42.8% | +41.6% |
| 3Y | +128.1% | +76.9% | +51.2% | +52.6% |
| All | +118.5% | +82.3% | +36.2% | +37.5% |
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 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