+253.9%
XLI vs RBA
+206.5%
+47.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | 0.0% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -7.3% | -2.9% | -4.3% | -6.6% |
| 3M | -1.3% | -20.9% | +19.6% | +4.8% |
| 6M | +2.2% | -17.7% | +19.9% | +7.2% |
| YTD | +11.7% | -18.2% | +29.9% | +16.8% |
| 1Y | +14.3% | -29.1% | +43.4% | +24.6% |
| 3Y | +70.3% | +29.5% | +40.8% | +52.4% |
| 5Y | +82.3% | +40.2% | +42.1% | +54.5% |
| All | +253.9% | +206.5% | +47.4% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling