+179.2%
XLE vs RBA
+207.2%
-28.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +5.4% | +1.7% | +3.7% | +4.9% |
| 30D | -3.9% | +8.3% | -12.3% | -6.1% |
| 3M | +7.0% | +10.5% | -3.5% | +3.9% |
| 6M | +14.2% | -5.9% | +20.1% | +14.6% |
| YTD | +48.2% | -6.9% | +55.0% | +47.9% |
| 1Y | +47.7% | -4.9% | +52.5% | +46.4% |
| 3Y | +70.0% | +64.5% | +5.5% | +41.3% |
| 5Y | +169.1% | +46.1% | +123.1% | +125.2% |
| All | +179.2% | +207.2% | -28.0% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling