+3,473.3%
RBA vs EXEL
+340.0%
+3,133.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +16.3% | +19.0% | -2.7% | +14.8% |
| 3M | +1.3% | +33.3% | -32.0% | -0.9% |
| 6M | -11.1% | +42.9% | -53.9% | -13.6% |
| YTD | -8.5% | +58.7% | -67.2% | -11.9% |
| 1Y | -2.1% | +70.5% | -72.6% | -6.3% |
| 3Y | +44.6% | +233.8% | -189.3% | +30.5% |
| 5Y | +36.8% | +259.3% | -222.5% | +22.0% |
| 10Y | +227.3% | +484.1% | -256.8% | +172.6% |
| All | +3,473.3% | +340.0% | +3,133.3% | +2,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling