+248.9%
SPOT vs RBA
+31.7%
+217.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -0.9% | -2.9% | +2.0% | 0.0% |
| 30D | +12.5% | -12.3% | +24.8% | +17.0% |
| 3M | +9.9% | -20.5% | +30.4% | +16.5% |
| 6M | +1.6% | -18.5% | +20.1% | +6.5% |
| YTD | -6.6% | -18.2% | +11.6% | -2.1% |
| 1Y | -22.9% | -27.5% | +4.6% | -16.1% |
| All | +248.9% | +31.7% | +217.2% | +226.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling