+20.4%
XLV vs RBA
-27.6%
+48.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.4% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -1.8% | -2.9% | +1.1% | -1.7% |
| 3M | +7.8% | -20.9% | +28.7% | +9.0% |
| 6M | +9.1% | -17.7% | +26.8% | +9.8% |
| YTD | +7.7% | -18.2% | +25.9% | +7.7% |
| 1Y | +20.4% | -29.1% | +49.5% | +24.3% |
| All | +20.4% | -27.6% | +48.1% | +24.3% |
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