+224.7%
RBA vs EXEL
+445.6%
-220.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | +2.5% | +2.3% | +0.2% | +2.2% |
| 30D | +11.6% | +19.8% | -8.3% | +9.2% |
| 3M | +1.5% | +32.7% | -31.2% | -1.8% |
| 6M | -6.6% | +49.0% | -55.6% | -11.0% |
| YTD | -6.3% | +63.7% | -69.9% | -11.9% |
| 1Y | -4.0% | +75.8% | -79.7% | -10.6% |
| 3Y | +47.3% | +241.3% | -194.0% | +24.9% |
| 5Y | +47.7% | +289.0% | -241.4% | +21.7% |
| 10Y | +224.7% | +377.6% | -152.9% | +160.5% |
| All | +224.7% | +445.6% | -220.8% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling