+44.4%
XLU vs RBA
+36.6%
+7.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.2% | -3.3% | +2.1% | -0.7% |
| 30D | -2.5% | -9.8% | +7.2% | -1.1% |
| 3M | -2.7% | -23.5% | +20.7% | +0.8% |
| 6M | -7.5% | -21.5% | +14.1% | -4.6% |
| YTD | +0.9% | -21.2% | +22.1% | +3.6% |
| 1Y | +3.3% | -30.2% | +33.5% | +8.1% |
| 3Y | +47.3% | +25.3% | +22.0% | +38.1% |
| 5Y | +44.4% | +35.1% | +9.3% | +32.5% |
| All | +44.4% | +36.6% | +7.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling