+20.7%
XLK vs RBA
-2.0%
+22.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -7.6% | +12.7% | -20.2% | -8.9% |
| 30D | -12.2% | +15.5% | -27.7% | -13.8% |
| 3M | -5.5% | -14.0% | +8.6% | -2.5% |
| 6M | +9.2% | -8.8% | +18.0% | +10.2% |
| YTD | +23.0% | -6.9% | +30.0% | +21.7% |
| 1Y | +20.7% | -3.0% | +23.7% | +17.8% |
| All | +20.7% | -2.0% | +22.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling