-100.0%
SPXU vs RBA
+484.9%
-584.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.9% |
| 7D | -7.6% | +1.7% | -9.3% | -6.2% |
| 30D | +5.3% | +8.3% | -3.0% | +12.0% |
| 3M | +9.6% | +10.5% | -0.9% | +18.8% |
| 6M | -4.5% | -5.9% | +1.3% | -7.5% |
| YTD | -25.9% | -6.9% | -19.0% | -27.2% |
| 1Y | -28.9% | -4.9% | -24.0% | -28.7% |
| 3Y | -80.5% | +64.5% | -144.9% | -67.0% |
| 5Y | -83.4% | +46.1% | -129.5% | -70.4% |
| 10Y | -99.5% | +208.2% | -307.7% | -97.7% |
| All | -100.0% | +484.9% | -584.9% | -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