+37.7%
XLC vs RBA
+45.3%
-7.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.2% |
| 30D | +1.0% | -12.3% | +13.3% | +3.8% |
| 3M | -0.7% | -20.5% | +19.8% | +3.8% |
| 6M | -5.1% | -18.5% | +13.4% | -1.6% |
| YTD | -4.3% | -18.2% | +13.9% | -1.1% |
| 1Y | -0.6% | -27.5% | +26.9% | +5.5% |
| 3Y | +72.7% | +38.1% | +34.6% | +57.2% |
| All | +37.7% | +45.3% | -7.6% | +20.9% |
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