+149.9%
XLE vs RBA
+37.7%
+112.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -12.0% | +4.3% | -16.3% | -12.5% |
| 30D | -2.7% | +16.3% | -19.1% | -4.9% |
| 3M | +6.6% | +1.3% | +5.3% | +6.2% |
| 6M | +9.5% | -11.1% | +20.6% | +10.7% |
| YTD | +40.6% | -8.5% | +49.0% | +40.8% |
| 1Y | +43.6% | -2.1% | +45.7% | +42.0% |
| 3Y | +58.1% | +44.6% | +13.5% | +47.0% |
| All | +149.9% | +37.7% | +112.2% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling