+1,080.1%
XLI vs RBA
+3,242.5%
-2,162.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +0.5% | +6.8% | -6.4% | -1.4% |
| 3M | -8.6% | +9.5% | -18.1% | -11.0% |
| 6M | -2.3% | -8.2% | +5.9% | -1.0% |
| YTD | +10.1% | -7.7% | +17.8% | +10.9% |
| 1Y | +11.0% | -6.9% | +17.9% | +11.5% |
| 3Y | +72.3% | +61.6% | +10.6% | +48.3% |
| 5Y | +70.8% | +44.7% | +26.1% | +47.7% |
| 10Y | +228.7% | +205.3% | +23.4% | +125.4% |
| All | +1,080.1% | +3,242.5% | -2,162.4% | +449.5% |
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 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