+77.7%
SPY vs RBA
+63.1%
+14.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | -2.0% | +8.3% | -10.3% | -3.7% |
| 3M | -2.8% | +10.5% | -13.3% | -5.0% |
| 6M | +2.1% | -5.9% | +8.0% | +2.6% |
| YTD | +11.5% | -6.9% | +18.4% | +11.5% |
| 1Y | +13.5% | -4.9% | +18.3% | +12.7% |
| 3Y | +77.7% | +64.5% | +13.2% | +60.9% |
| All | +77.7% | +63.1% | +14.6% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling