-97.6%
RTB vs SPY
+751.5%
-849.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.7% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -24.9% | -3.3% | -21.6% | -23.3% |
| 3M | -64.0% | -2.4% | -61.6% | -63.4% |
| 6M | -7.4% | +2.6% | -10.0% | -7.9% |
| YTD | +9.3% | +11.2% | -2.0% | +4.8% |
| 1Y | -41.7% | +13.4% | -55.1% | -44.6% |
| 3Y | -91.0% | +79.9% | -170.9% | -93.0% |
| 5Y | -99.8% | +72.2% | -172.0% | -99.8% |
| 10Y | -90.3% | +307.3% | -397.6% | -90.8% |
| All | -97.6% | +751.5% | -849.1% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling