+49.9%
XLE vs RBA
-2.0%
+51.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -4.7% |
| 7D | -7.2% | +12.7% | -19.9% | -7.0% |
| 30D | +0.1% | +15.5% | -15.4% | +0.3% |
| 3M | +9.2% | -14.0% | +23.2% | +8.9% |
| 6M | +8.4% | -8.8% | +17.2% | +8.2% |
| YTD | +44.9% | -6.9% | +51.8% | +43.7% |
| 1Y | +49.9% | -3.0% | +52.8% | +47.2% |
| All | +49.9% | -2.0% | +51.8% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling