+719.7%
XLK vs RBA
+207.2%
+512.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.3% |
| 7D | +3.4% | +1.7% | +1.6% | +2.8% |
| 30D | -10.6% | +8.3% | -18.9% | -12.9% |
| 3M | -10.6% | +10.5% | -21.2% | -13.7% |
| 6M | -3.5% | -5.9% | +2.4% | -3.0% |
| YTD | +18.7% | -6.9% | +25.6% | +19.1% |
| 1Y | +19.4% | -4.9% | +24.3% | +18.9% |
| 3Y | +94.5% | +64.5% | +30.0% | +60.6% |
| 5Y | +111.2% | +46.1% | +65.1% | +76.0% |
| All | +719.7% | +207.2% | +512.5% | +403.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling