+835.9%
XEL vs RBA
+4,097.8%
-3,261.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +9.3% | +9.0% | +0.4% | +8.0% |
| 3M | +5.3% | +7.2% | -1.9% | +4.1% |
| 6M | +2.2% | -7.8% | +10.0% | +2.9% |
| YTD | +12.3% | -6.4% | +18.7% | +12.4% |
| 1Y | +3.0% | -4.2% | +7.2% | +2.7% |
| 3Y | +51.6% | +64.1% | -12.5% | +39.0% |
| 5Y | +50.0% | +48.4% | +1.6% | +37.6% |
| 10Y | +183.8% | +209.9% | -26.1% | +130.2% |
| All | +835.9% | +4,097.8% | -3,261.9% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling