+22.2%
XLP vs RBA
-4.2%
+26.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | +0.1% | +2.5% | -2.4% | -0.1% |
| 30D | +8.9% | +11.6% | -2.6% | +8.3% |
| 3M | +7.5% | +1.5% | +6.0% | +6.9% |
| 6M | +9.4% | -6.6% | +16.1% | +9.4% |
| YTD | +19.3% | -6.3% | +25.5% | +17.0% |
| All | +22.2% | -4.2% | +26.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling