+8.6%
XLF vs RBA
-29.1%
+37.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.7% |
| 30D | -1.3% | -13.0% | +11.7% | +1.1% |
| 3M | +9.1% | -23.1% | +32.3% | +13.4% |
| 6M | +14.4% | -22.6% | +36.9% | +18.3% |
| YTD | +5.1% | -20.4% | +25.5% | +6.8% |
| 1Y | +8.6% | -29.6% | +38.2% | +13.9% |
| All | +8.6% | -29.1% | +37.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling