-92.3%
RTB vs SPY
+78.7%
-171.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | -7.1% | +3.3% | -10.3% | -11.7% |
| 30D | -27.4% | -2.7% | -24.7% | -24.2% |
| 3M | -66.7% | -1.7% | -65.0% | -65.7% |
| 6M | -29.2% | +3.1% | -32.3% | -31.2% |
| YTD | -1.2% | +11.9% | -13.1% | -13.5% |
| 1Y | -52.1% | +12.0% | -64.1% | -58.0% |
| All | -92.3% | +78.7% | -171.1% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling