+189.6%
RBA vs EXEL
+380.2%
-190.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.1% | +1.4% | -2.4% | -1.2% |
| 30D | -13.2% | +6.7% | -19.9% | -13.9% |
| 3M | -21.4% | +11.5% | -32.8% | -22.4% |
| 6M | -20.9% | +38.8% | -59.7% | -24.0% |
| YTD | -19.9% | +31.6% | -51.4% | -22.6% |
| 1Y | -28.7% | +53.0% | -81.7% | -32.5% |
| 3Y | +27.4% | +160.8% | -133.4% | +11.8% |
| 5Y | +41.7% | +190.1% | -148.4% | +21.3% |
| 10Y | +189.6% | +367.0% | -177.4% | +127.2% |
| All | +189.6% | +380.2% | -190.6% | +127.2% |
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