+161.0%
XLB vs RBA
+185.7%
-24.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | -0.4% | -12.3% | +11.9% | +3.2% |
| 3M | +2.0% | -20.5% | +22.5% | +7.9% |
| 6M | +1.8% | -18.5% | +20.4% | +6.7% |
| YTD | +16.6% | -18.2% | +34.8% | +21.5% |
| 1Y | +16.9% | -27.5% | +44.4% | +26.1% |
| 3Y | +32.6% | +38.1% | -5.5% | +16.8% |
| 5Y | +35.6% | +44.8% | -9.2% | +14.4% |
| All | +161.0% | +185.7% | -24.8% | +64.1% |
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