+147.5%
XEL vs RBA
+195.3%
-47.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -1.2% | -3.3% | +2.1% | -0.7% |
| 30D | -2.9% | -9.8% | +6.9% | -1.4% |
| 3M | -2.7% | -23.5% | +20.7% | +1.0% |
| 6M | -6.5% | -21.5% | +15.0% | -3.5% |
| YTD | +3.6% | -21.2% | +24.8% | +6.5% |
| 1Y | +7.5% | -30.2% | +37.7% | +12.6% |
| 3Y | +46.3% | +25.3% | +21.0% | +37.1% |
| 5Y | +30.5% | +35.1% | -4.6% | +18.8% |
| All | +147.5% | +195.3% | -47.7% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling