+1,076.3%
XLI vs RBA
+3,296.0%
-2,219.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.1% |
| 30D | -0.2% | +11.6% | -11.8% | -3.1% |
| 3M | -8.6% | +1.5% | -10.1% | -9.2% |
| 6M | -2.0% | -6.6% | +4.6% | -1.1% |
| YTD | +9.7% | -6.3% | +16.0% | +10.1% |
| 1Y | +11.4% | -4.0% | +15.4% | +11.0% |
| 3Y | +74.2% | +47.3% | +26.9% | +53.3% |
| 5Y | +70.0% | +47.7% | +22.3% | +46.2% |
| 10Y | +235.2% | +224.7% | +10.5% | +126.3% |
| All | +1,076.3% | +3,296.0% | -2,219.7% | +445.5% |
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