-35.2%
SPXU vs RBA
-30.1%
-5.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.5% |
| 7D | +6.4% | -3.3% | +9.6% | +5.1% |
| 30D | +5.9% | -9.8% | +15.7% | +2.1% |
| 3M | -11.7% | -23.5% | +11.8% | -18.8% |
| 6M | -28.7% | -21.5% | -7.2% | -32.6% |
| YTD | -26.4% | -21.2% | -5.2% | -29.8% |
| 1Y | -35.2% | -30.2% | -5.0% | -40.6% |
| All | -35.2% | -30.1% | -5.1% | -40.6% |
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 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