+40.7%
XLC vs RBA
+45.7%
-5.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +3.7% | +1.7% | +2.0% | +3.4% |
| 30D | -1.9% | +8.3% | -10.3% | -3.7% |
| 3M | -3.1% | +10.5% | -13.7% | -5.3% |
| 6M | -6.4% | -5.9% | -0.5% | -5.8% |
| YTD | -6.8% | -6.9% | 0.0% | -6.5% |
| 1Y | -1.7% | -4.9% | +3.2% | -1.9% |
| 3Y | +64.7% | +64.5% | +0.2% | +44.4% |
| All | +40.7% | +45.7% | -5.0% | +28.8% |
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