+1,030.3%
SPY vs RBA
+4,003.4%
-2,973.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -2.7% | +4.3% | -7.0% | -3.7% |
| 30D | -5.4% | +16.3% | -21.7% | -8.9% |
| 3M | -4.1% | +1.3% | -5.4% | -4.7% |
| 6M | +0.7% | -11.1% | +11.8% | +2.6% |
| YTD | +8.7% | -8.5% | +17.1% | +9.5% |
| 1Y | +10.9% | -2.1% | +13.0% | +9.9% |
| 3Y | +75.0% | +44.6% | +30.4% | +56.2% |
| 5Y | +67.8% | +36.8% | +31.0% | +48.7% |
| 10Y | +312.9% | +227.3% | +85.5% | +187.7% |
| All | +1,030.3% | +4,003.4% | -2,973.2% | +403.9% |
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