+59.0%
XLF vs RBA
+48.5%
+10.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | +3.2% | -1.3% | +1.2% |
| 30D | +6.5% | +12.0% | -5.5% | +3.7% |
| 3M | +1.2% | +2.9% | -1.7% | +0.3% |
| 6M | +14.6% | -6.3% | +20.8% | +15.2% |
| YTD | +7.7% | -5.9% | +13.6% | +7.8% |
| 1Y | +11.8% | -3.9% | +15.7% | +11.3% |
| 3Y | +80.1% | +64.9% | +15.2% | +59.4% |
| 5Y | +59.0% | +48.5% | +10.5% | +47.7% |
| All | +59.0% | +48.5% | +10.5% | +47.7% |
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