+48.2%
XLU vs RBA
+26.3%
+21.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.6% | -1.9% | +2.5% | +0.8% |
| 30D | -0.4% | -13.0% | +12.5% | +1.1% |
| 3M | -1.7% | -23.1% | +21.4% | +1.1% |
| 6M | -7.1% | -22.6% | +15.5% | -4.6% |
| YTD | +1.9% | -20.4% | +22.3% | +3.7% |
| 1Y | +6.1% | -29.6% | +35.7% | +10.2% |
| All | +48.2% | +26.3% | +21.9% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling