+163.9%
XLE vs RBA
+225.5%
-61.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.7% | +3.2% | -9.9% | -7.5% |
| 30D | -4.4% | +12.0% | -16.4% | -7.4% |
| 3M | +4.0% | +2.9% | +1.1% | +2.8% |
| 6M | +13.2% | -6.3% | +19.4% | +13.7% |
| YTD | +41.9% | -5.9% | +47.8% | +41.3% |
| 1Y | +41.6% | -3.9% | +45.5% | +40.1% |
| 3Y | +64.0% | +64.9% | -0.9% | +36.3% |
| 5Y | +158.1% | +48.5% | +109.6% | +115.0% |
| 10Y | +163.9% | +211.8% | -47.9% | +44.7% |
| All | +163.9% | +225.5% | -61.5% | +44.7% |
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