+111.7%
SPOT vs RBA
+44.6%
+67.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.8% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | +8.3% | -13.2% | +21.5% | +13.9% |
| 3M | +5.1% | -21.4% | +26.4% | +13.2% |
| 6M | -6.5% | -20.9% | +14.4% | +0.3% |
| YTD | -9.0% | -19.9% | +10.9% | -3.0% |
| 1Y | -26.4% | -28.7% | +2.3% | -18.2% |
| 3Y | +240.0% | +27.4% | +212.6% | +199.5% |
| 5Y | +111.7% | +41.7% | +70.0% | +73.6% |
| All | +111.7% | +44.6% | +67.1% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling