+49.2%
XEL vs RBA
+29.1%
+20.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.7% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | -1.5% | -13.2% | +11.7% | -0.5% |
| 3M | -0.2% | -21.4% | +21.2% | +1.5% |
| 6M | -5.4% | -20.9% | +15.4% | -3.9% |
| YTD | +5.6% | -19.9% | +25.5% | +6.8% |
| 1Y | +10.5% | -28.7% | +39.1% | +13.2% |
| 3Y | +49.2% | +27.4% | +21.8% | +41.5% |
| All | +49.2% | +29.1% | +20.1% | +41.5% |
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 · 6 months rolling