+3,868.8%
SPGI vs RBA
+3,565.6%
+303.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | -2.9% | +3.1% | +1.0% |
| 30D | +8.4% | -12.3% | +20.7% | +12.3% |
| 3M | +11.8% | -20.5% | +32.4% | +18.4% |
| 6M | +5.7% | -18.5% | +24.3% | +11.0% |
| YTD | -9.7% | -18.2% | +8.6% | -5.7% |
| 1Y | -12.5% | -27.5% | +15.0% | -5.6% |
| 3Y | +21.8% | +38.1% | -16.3% | +8.3% |
| 5Y | +8.2% | +44.8% | -36.6% | -7.1% |
| 10Y | +309.5% | +187.1% | +122.4% | +183.8% |
| All | +3,868.8% | +3,565.6% | +303.3% | +1,865.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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