+788.5%
XLK vs RBA
+206.5%
+582.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | -2.9% | +2.3% | +0.2% |
| 3M | +2.6% | -20.9% | +23.5% | +9.2% |
| 6M | +34.0% | -17.7% | +51.6% | +40.6% |
| YTD | +30.7% | -18.2% | +48.8% | +36.8% |
| 1Y | +39.2% | -29.1% | +68.3% | +52.3% |
| 3Y | +120.4% | +29.5% | +90.9% | +96.3% |
| 5Y | +148.8% | +40.2% | +108.6% | +109.8% |
| All | +788.5% | +206.5% | +582.0% | +461.6% |
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