+168.8%
XLB vs RBA
+209.3%
-40.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +7.2% | +9.0% | -1.7% | +4.6% |
| 3M | 0.0% | +7.2% | -7.1% | -2.1% |
| 6M | +2.3% | -7.8% | +10.1% | +3.6% |
| YTD | +18.4% | -6.4% | +24.8% | +18.7% |
| 1Y | +23.3% | -4.2% | +27.5% | +22.8% |
| 3Y | +45.2% | +64.1% | -18.9% | +22.3% |
| 5Y | +31.0% | +48.4% | -17.5% | +10.7% |
| 10Y | +168.8% | +209.9% | -41.2% | +66.6% |
| All | +168.8% | +209.3% | -40.6% | +66.6% |
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