+83.7%
XLI vs RBA
+47.5%
+36.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.9% | +1.9% | -0.4% |
| 30D | -5.9% | -12.3% | +6.4% | -3.1% |
| 3M | -0.3% | -20.5% | +20.3% | +4.7% |
| 6M | +0.1% | -18.5% | +18.7% | +4.3% |
| YTD | +13.6% | -18.2% | +31.8% | +17.7% |
| 1Y | +17.2% | -27.5% | +44.7% | +25.1% |
| 3Y | +68.2% | +38.1% | +30.1% | +52.8% |
| All | +83.7% | +47.5% | +36.1% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling