+141.4%
XLC vs RBA
+169.8%
-28.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +0.6% | -1.1% | +1.6% | +0.9% |
| 30D | +0.2% | -13.2% | +13.5% | +4.0% |
| 3M | +0.6% | -21.4% | +22.0% | +6.6% |
| 6M | -4.5% | -20.9% | +16.4% | +0.8% |
| YTD | -4.7% | -19.9% | +15.1% | -0.2% |
| 1Y | -1.7% | -28.7% | +27.0% | +6.2% |
| 3Y | +72.3% | +27.4% | +44.9% | +55.4% |
| 5Y | +37.8% | +41.7% | -4.0% | +16.6% |
| All | +141.4% | +169.8% | -28.5% | +48.6% |
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