-34.4%
XE vs RBA
-22.4%
-12.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +7.6% |
| 7D | +4.0% | -1.1% | +5.1% | +3.8% |
| 30D | -15.5% | -13.2% | -2.2% | -17.7% |
| 3M | -14.6% | -21.4% | +6.8% | -23.3% |
| All | -34.4% | -22.4% | -12.0% | -38.0% |
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 · Available span rolling