-86.0%
SPXU vs RBA
+39.8%
-125.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.0% |
| 7D | +1.3% | -1.9% | +3.2% | 0.0% |
| 30D | +5.1% | -13.0% | +18.1% | -4.0% |
| 3M | -9.1% | -23.1% | +14.0% | -22.8% |
| 6M | -29.6% | -22.6% | -7.0% | -39.3% |
| YTD | -27.7% | -20.4% | -7.3% | -35.5% |
| 1Y | -37.0% | -29.6% | -7.4% | -48.4% |
| 3Y | -80.2% | +26.6% | -106.7% | -73.4% |
| 5Y | -86.0% | +38.2% | -124.2% | -76.2% |
| All | -86.0% | +39.8% | -125.8% | -76.2% |
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