-72.8%
RTB vs SPY
+313.6%
-386.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.6% |
| 7D | -11.9% | +0.1% | -12.0% | -12.1% |
| 30D | -32.3% | +0.1% | -32.3% | -32.4% |
| 3M | +215.2% | +2.0% | +213.2% | +211.2% |
| 6M | +106.9% | +13.0% | +93.9% | +79.7% |
| YTD | +104.3% | +13.5% | +90.7% | +77.4% |
| 1Y | +12.7% | +20.0% | -7.3% | -7.9% |
| 3Y | -96.9% | +77.2% | -174.1% | -98.5% |
| 5Y | -99.7% | +81.9% | -181.5% | -99.8% |
| All | -72.8% | +313.6% | -386.3% | -91.9% |
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 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