+166.5%
XLE vs RBA
+46.2%
+120.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | -4.3% | +6.8% | -11.1% | -5.2% |
| 3M | +6.0% | +9.5% | -3.4% | +4.5% |
| 6M | +13.2% | -8.2% | +21.4% | +13.9% |
| YTD | +46.7% | -7.7% | +54.5% | +46.8% |
| 1Y | +46.6% | -6.9% | +53.5% | +46.4% |
| 3Y | +69.6% | +61.6% | +7.9% | +55.2% |
| 5Y | +166.5% | +44.7% | +121.8% | +160.3% |
| All | +166.5% | +46.2% | +120.3% | +160.3% |
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