-99.5%
SPXU vs RBA
+206.5%
-306.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | +0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.7% |
| 30D | +4.2% | -2.9% | +7.1% | +2.0% |
| 3M | -9.3% | -20.9% | +11.7% | -23.6% |
| 6M | -30.7% | -17.7% | -13.0% | -39.1% |
| YTD | -28.1% | -18.2% | -10.0% | -36.3% |
| 1Y | -35.2% | -29.1% | -6.2% | -48.7% |
| 3Y | -79.9% | +29.5% | -109.5% | -71.2% |
| 5Y | -86.4% | +40.2% | -126.6% | -75.8% |
| All | -99.5% | +206.5% | -306.0% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling