-100.0%
SPXU vs RBA
+413.5%
-513.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.5% |
| 7D | -0.1% | -2.9% | +2.8% | -2.3% |
| 30D | +0.8% | -12.3% | +13.1% | -8.6% |
| 3M | -4.7% | -20.5% | +15.8% | -19.2% |
| 6M | -29.6% | -18.5% | -11.1% | -38.5% |
| YTD | -29.9% | -18.2% | -11.6% | -37.8% |
| 1Y | -39.1% | -27.5% | -11.6% | -50.5% |
| 3Y | -80.0% | +38.1% | -118.1% | -70.3% |
| 5Y | -86.0% | +44.8% | -130.8% | -75.1% |
| 10Y | -99.5% | +187.1% | -286.7% | -97.9% |
| All | -100.0% | +413.5% | -513.5% | -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