+643.4%
XLU vs RBA
+2,862.3%
-2,219.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | -1.3% | -12.3% | +11.0% | +0.6% |
| 3M | -1.3% | -20.5% | +19.2% | +1.8% |
| 6M | -7.6% | -18.5% | +10.9% | -5.2% |
| YTD | +2.3% | -18.2% | +20.5% | +4.6% |
| 1Y | +5.8% | -27.5% | +33.3% | +10.1% |
| 3Y | +50.5% | +38.1% | +12.5% | +40.5% |
| 5Y | +44.1% | +44.8% | -0.7% | +31.7% |
| 10Y | +138.2% | +187.1% | -48.9% | +91.5% |
| All | +643.4% | +2,862.3% | -2,219.0% | +374.4% |
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