+127.5%
XLP vs RBA
+229.0%
-101.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +3.5% | +7.3% | -3.9% | +2.4% |
| 30D | +11.6% | +16.9% | -5.4% | +8.9% |
| 3M | +7.6% | -0.5% | +8.1% | +7.5% |
| 6M | +10.0% | -10.4% | +20.4% | +11.3% |
| YTD | +19.7% | -7.2% | +27.0% | +19.9% |
| 1Y | +23.5% | -2.2% | +25.7% | +22.6% |
| 3Y | +44.0% | +43.7% | +0.2% | +33.3% |
| 5Y | +42.7% | +38.7% | +4.0% | +31.2% |
| All | +127.5% | +229.0% | -101.5% | +76.5% |
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