+127.5%
XLC vs RBA
+208.2%
-80.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | +4.9% | +4.3% | +0.6% | +3.7% |
| 30D | -5.8% | +16.3% | -22.1% | -9.7% |
| 3M | -5.4% | +1.3% | -6.8% | -6.1% |
| 6M | -10.2% | -11.1% | +0.9% | -8.1% |
| YTD | -10.2% | -8.5% | -1.7% | -9.4% |
| 1Y | -5.6% | -2.1% | -3.5% | -6.7% |
| 3Y | +61.0% | +44.6% | +16.4% | +40.2% |
| 5Y | +35.2% | +36.8% | -1.6% | +17.2% |
| All | +127.5% | +208.2% | -80.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling