+215.1%
XLF vs RBA
+204.3%
+10.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +1.2% | -0.5% | +1.8% | +1.4% |
| 30D | +6.2% | +6.8% | -0.7% | +4.1% |
| 3M | +0.9% | +9.5% | -8.6% | -2.0% |
| 6M | +13.6% | -8.2% | +21.9% | +15.2% |
| YTD | +7.6% | -7.7% | +15.3% | +8.4% |
| 1Y | +10.2% | -6.9% | +17.1% | +10.6% |
| 3Y | +79.8% | +61.6% | +18.2% | +51.6% |
| 5Y | +58.0% | +44.7% | +13.3% | +34.1% |
| All | +215.1% | +204.3% | +10.8% | +85.2% |
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