+73.3%
XLI vs RBA
+31.7%
+41.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.9% | +1.9% | -0.3% |
| 30D | -5.9% | -12.3% | +6.4% | -3.0% |
| 3M | -0.3% | -20.5% | +20.3% | +4.8% |
| 6M | +0.1% | -18.5% | +18.7% | +4.3% |
| YTD | +13.6% | -18.2% | +31.8% | +17.5% |
| 1Y | +17.2% | -27.5% | +44.7% | +25.5% |
| All | +73.3% | +31.7% | +41.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling