+1,081.0%
SPY vs RBA
+3,565.6%
-2,484.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.8% |
| 30D | +0.1% | -12.3% | +12.4% | +3.1% |
| 3M | +2.0% | -20.5% | +22.5% | +7.0% |
| 6M | +13.0% | -18.5% | +31.6% | +17.7% |
| YTD | +13.5% | -18.2% | +31.8% | +17.8% |
| 1Y | +20.0% | -27.5% | +47.5% | +27.9% |
| 3Y | +77.2% | +38.1% | +39.1% | +60.1% |
| 5Y | +81.9% | +44.8% | +37.1% | +59.1% |
| 10Y | +314.1% | +187.1% | +126.9% | +198.1% |
| All | +1,081.0% | +3,565.6% | -2,484.6% | +441.9% |
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