+146.6%
XLK vs RBA
+39.8%
+106.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.3% | -1.9% | +4.2% | +2.9% |
| 30D | +0.8% | -13.0% | +13.8% | +4.7% |
| 3M | +4.1% | -23.1% | +27.2% | +11.0% |
| 6M | +34.8% | -22.6% | +57.3% | +43.2% |
| YTD | +30.8% | -20.4% | +51.2% | +37.3% |
| 1Y | +42.4% | -29.6% | +71.9% | +54.9% |
| 3Y | +121.8% | +26.6% | +95.3% | +101.4% |
| 5Y | +146.6% | +38.2% | +108.4% | +108.1% |
| All | +146.6% | +39.8% | +106.8% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling