+12.3%
XLI vs RBA
-2.0%
+14.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | +0.6% | +12.7% | -12.1% | -1.2% |
| 30D | -0.4% | +15.5% | -15.9% | -2.6% |
| 3M | -8.8% | -14.0% | +5.2% | -6.5% |
| 6M | -0.4% | -8.8% | +8.4% | +0.5% |
| YTD | +10.1% | -6.9% | +17.0% | +7.9% |
| 1Y | +12.3% | -3.0% | +15.3% | +8.5% |
| All | +12.3% | -2.0% | +14.3% | +8.5% |
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 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