+264.0%
SPOT vs RBA
+210.1%
+53.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | +12.5% | -12.3% | +24.8% | +18.0% |
| 3M | +9.9% | -20.5% | +30.4% | +18.4% |
| 6M | +1.6% | -18.5% | +20.1% | +8.1% |
| YTD | -6.6% | -18.2% | +11.6% | -0.9% |
| 1Y | -22.9% | -27.5% | +4.6% | -14.6% |
| 3Y | +244.3% | +38.1% | +206.2% | +192.5% |
| 5Y | +117.8% | +44.8% | +73.0% | +76.0% |
| All | +264.0% | +210.1% | +53.9% | +109.3% |
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