-100.0%
SPXU vs RBA
+479.4%
-579.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | -0.1% |
| 7D | -9.4% | -0.5% | -8.8% | -9.6% |
| 30D | +7.4% | +6.8% | +0.6% | +13.1% |
| 3M | +6.2% | +9.5% | -3.3% | +14.2% |
| 6M | -7.2% | -8.2% | +1.0% | -11.8% |
| YTD | -26.8% | -7.7% | -19.0% | -28.6% |
| 1Y | -26.3% | -6.9% | -19.4% | -27.3% |
| 3Y | -80.6% | +61.6% | -142.3% | -67.6% |
| 5Y | -83.6% | +44.7% | -128.3% | -71.0% |
| 10Y | -99.5% | +205.3% | -304.8% | -97.7% |
| All | -100.0% | +479.4% | -579.4% | -99.9% |
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