+65.5%
XLF vs RBA
+44.6%
+20.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +0.2% | -1.1% | +1.2% | +0.4% |
| 30D | -0.5% | -13.2% | +12.7% | +2.6% |
| 3M | +10.6% | -21.4% | +32.0% | +16.0% |
| 6M | +14.3% | -20.9% | +35.2% | +19.4% |
| YTD | +5.5% | -19.9% | +25.4% | +9.7% |
| 1Y | +9.6% | -28.7% | +38.2% | +16.9% |
| 3Y | +75.2% | +27.4% | +47.8% | +64.4% |
| 5Y | +65.5% | +41.7% | +23.8% | +48.5% |
| All | +65.5% | +44.6% | +20.9% | +48.5% |
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