+425.8%
XLF vs RBA
+3,309.5%
-2,883.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | +3.2% | -1.3% | +0.9% |
| 30D | +6.5% | +12.0% | -5.5% | +2.6% |
| 3M | +1.2% | +2.9% | -1.7% | -0.1% |
| 6M | +14.6% | -6.3% | +20.8% | +15.6% |
| YTD | +7.7% | -5.9% | +13.6% | +8.0% |
| 1Y | +11.8% | -3.9% | +15.7% | +11.2% |
| 3Y | +80.1% | +64.9% | +15.2% | +48.7% |
| 5Y | +59.0% | +48.5% | +10.5% | +31.4% |
| 10Y | +224.2% | +211.8% | +12.4% | +97.8% |
| All | +425.8% | +3,309.5% | -2,883.6% | +85.3% |
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