+35.8%
XLC vs RBA
+37.7%
-1.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | +4.9% | +4.3% | +0.6% | +4.0% |
| 30D | -5.8% | +16.3% | -22.1% | -8.9% |
| 3M | -5.4% | +1.3% | -6.8% | -5.9% |
| 6M | -10.2% | -11.1% | +0.9% | -8.5% |
| YTD | -10.2% | -8.5% | -1.7% | -9.5% |
| 1Y | -5.6% | -2.1% | -3.5% | -6.5% |
| 3Y | +61.0% | +44.6% | +16.4% | +45.1% |
| All | +35.8% | +37.7% | -1.8% | +25.3% |
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