+422.3%
XLF vs RBA
+2,862.3%
-2,440.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +0.2% | -12.3% | +12.5% | +4.2% |
| 3M | +11.7% | -20.5% | +32.2% | +19.0% |
| 6M | +13.8% | -18.5% | +32.3% | +20.0% |
| YTD | +7.0% | -18.2% | +25.2% | +12.3% |
| 1Y | +9.1% | -27.5% | +36.6% | +18.9% |
| 3Y | +75.6% | +38.1% | +37.5% | +53.1% |
| 5Y | +66.4% | +44.8% | +21.6% | +38.2% |
| 10Y | +250.3% | +187.1% | +63.1% | +119.5% |
| All | +422.3% | +2,862.3% | -2,440.1% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling