+163.9%
XLE vs RBA
+236.6%
-72.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | -7.9% | +2.5% | -10.4% | -8.5% |
| 30D | -4.8% | +11.6% | -16.4% | -7.7% |
| 3M | +8.4% | +1.5% | +6.9% | +7.5% |
| 6M | +12.7% | -6.6% | +19.3% | +13.3% |
| YTD | +41.3% | -6.3% | +47.5% | +40.8% |
| 1Y | +42.3% | -4.0% | +46.2% | +40.7% |
| 3Y | +65.1% | +47.3% | +17.8% | +41.7% |
| 5Y | +150.2% | +47.7% | +102.5% | +108.8% |
| 10Y | +163.9% | +224.7% | -60.8% | +43.8% |
| All | +163.9% | +236.6% | -72.6% | +43.8% |
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