-30.6%
SPXU vs RBA
-2.0%
-28.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.2% |
| 7D | +2.2% | +12.7% | -10.5% | +6.3% |
| 30D | +3.8% | +15.5% | -11.8% | +8.9% |
| 3M | +3.3% | -14.0% | +17.3% | -3.2% |
| 6M | -16.7% | -8.8% | -7.9% | -18.5% |
| YTD | -28.6% | -6.9% | -21.7% | -25.9% |
| 1Y | -30.6% | -3.0% | -27.6% | -25.5% |
| All | -30.6% | -2.0% | -28.6% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling