+1,472.6%
XLK vs RBA
+2,862.3%
-1,389.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | -2.9% | +3.8% | +1.6% |
| 30D | +0.7% | -12.3% | +13.0% | +4.0% |
| 3M | -2.9% | -20.5% | +17.6% | +2.2% |
| 6M | +34.3% | -18.5% | +52.8% | +40.2% |
| YTD | +30.4% | -18.2% | +48.6% | +35.7% |
| 1Y | +43.4% | -27.5% | +70.9% | +53.6% |
| 3Y | +116.8% | +38.1% | +78.8% | +95.0% |
| 5Y | +144.0% | +44.8% | +99.2% | +112.7% |
| 10Y | +778.8% | +187.1% | +591.6% | +530.1% |
| All | +1,472.6% | +2,862.3% | -1,389.7% | +618.6% |
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 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