+29.0%
XLB vs RBA
+37.7%
-8.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.5% | +4.3% | -5.8% | -2.4% |
| 30D | +6.1% | +16.3% | -10.3% | +2.4% |
| 3M | 0.0% | +1.3% | -1.3% | -0.5% |
| 6M | 0.0% | -11.1% | +11.0% | +1.8% |
| YTD | +16.0% | -8.5% | +24.5% | +16.8% |
| 1Y | +24.7% | -2.1% | +26.9% | +23.5% |
| 3Y | +40.4% | +44.6% | -4.2% | +26.2% |
| All | +29.0% | +37.7% | -8.6% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling