+93.3%
SPYG vs RBA
+64.0%
+29.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -7.2% | +9.0% | -16.2% | -9.0% |
| 3M | -4.6% | +7.2% | -11.8% | -6.2% |
| 6M | -1.2% | -7.8% | +6.5% | -0.2% |
| YTD | +9.3% | -6.4% | +15.7% | +9.2% |
| 1Y | +8.8% | -4.2% | +13.0% | +8.0% |
| All | +93.3% | +64.0% | +29.3% | +74.8% |
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