+841.8%
XEL vs RBA
+4,075.0%
-3,233.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +2.4% | +1.7% | +0.7% | +2.2% |
| 30D | +8.3% | +8.3% | -0.1% | +7.1% |
| 3M | +4.2% | +10.5% | -6.4% | +2.6% |
| 6M | +3.7% | -5.9% | +9.6% | +4.1% |
| YTD | +13.1% | -6.9% | +19.9% | +13.2% |
| 1Y | +5.0% | -4.9% | +9.9% | +4.8% |
| 3Y | +55.0% | +64.5% | -9.5% | +42.0% |
| 5Y | +51.8% | +46.1% | +5.7% | +39.6% |
| 10Y | +185.6% | +208.2% | -22.6% | +131.8% |
| All | +841.8% | +4,075.0% | -3,233.2% | +496.4% |
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