+508.9%
XLP vs RBA
+2,862.3%
-2,353.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -0.9% | -12.3% | +11.4% | +0.8% |
| 3M | +3.8% | -20.5% | +24.3% | +6.6% |
| 6M | -1.7% | -18.5% | +16.8% | +0.5% |
| YTD | +10.3% | -18.2% | +28.5% | +12.4% |
| 1Y | +7.8% | -27.5% | +35.3% | +11.6% |
| 3Y | +27.2% | +38.1% | -10.9% | +20.0% |
| 5Y | +32.5% | +44.8% | -12.3% | +22.5% |
| 10Y | +101.8% | +187.1% | -85.3% | +66.9% |
| All | +508.9% | +2,862.3% | -2,353.4% | +294.1% |
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 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