-78.8%
RTB vs SPY
+311.3%
-390.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.5% | -21.7% | -21.6% |
| 7D | -28.4% | +0.5% | -29.0% | -28.9% |
| 30D | -47.7% | -0.9% | -46.8% | -47.0% |
| 3M | +122.8% | +3.9% | +118.9% | +114.9% |
| 6M | +63.1% | +14.5% | +48.6% | +39.7% |
| YTD | +58.8% | +12.9% | +45.8% | +39.1% |
| 1Y | -15.3% | +19.4% | -34.7% | -30.2% |
| 3Y | -94.0% | +78.5% | -172.4% | -97.0% |
| 5Y | -99.7% | +81.8% | -181.5% | -99.9% |
| 10Y | -78.8% | +311.5% | -390.4% | -93.7% |
| All | -78.8% | +311.3% | -390.1% | -93.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling