-100.0%
RUBI vs SPY
+23.2%
-123.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -6.7% | -0.4% | -6.3% | -6.5% |
| 30D | -25.1% | -1.4% | -23.7% | -24.6% |
| 3M | -86.3% | +3.7% | -90.0% | -86.7% |
| 6M | -99.3% | +13.0% | -112.3% | -99.3% |
| YTD | -99.9% | +12.4% | -112.3% | -99.9% |
| 1Y | -100.0% | +18.5% | -118.5% | -100.0% |
| All | -100.0% | +23.2% | -123.2% | -100.0% |
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