+172.7%
XLE vs RBA
+185.7%
-13.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | -2.9% | +5.1% | +3.0% |
| 30D | +11.8% | -12.3% | +24.1% | +15.4% |
| 3M | +9.8% | -20.5% | +30.4% | +15.6% |
| 6M | +15.6% | -18.5% | +34.1% | +20.4% |
| YTD | +45.3% | -18.2% | +63.5% | +50.4% |
| 1Y | +48.3% | -27.5% | +75.8% | +58.7% |
| 3Y | +55.4% | +38.1% | +17.4% | +35.2% |
| 5Y | +216.1% | +44.8% | +171.3% | +160.6% |
| All | +172.7% | +185.7% | -13.0% | +53.2% |
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 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