-15.3%
RTB vs SPY
+19.4%
-34.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.5% | -21.7% | -20.6% |
| 7D | -28.4% | +0.5% | -29.0% | -29.5% |
| 30D | -47.7% | -0.9% | -46.8% | -46.1% |
| 3M | +122.8% | +3.9% | +118.9% | +102.2% |
| 6M | +63.1% | +14.5% | +48.6% | +10.6% |
| YTD | +58.8% | +12.9% | +45.8% | +12.7% |
| 1Y | -15.3% | +19.4% | -34.7% | -48.6% |
| All | -15.3% | +19.4% | -34.7% | -48.6% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling