+31.0%
XLV vs RBA
+25.0%
+6.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -4.4% | -3.3% | -1.1% | -4.0% |
| 30D | -1.4% | -9.8% | +8.4% | -0.1% |
| 3M | +8.9% | -23.5% | +32.3% | +12.3% |
| 6M | +9.1% | -21.5% | +30.6% | +12.0% |
| YTD | +7.9% | -21.2% | +29.1% | +10.2% |
| 1Y | +22.7% | -30.2% | +52.9% | +28.0% |
| All | +31.0% | +25.0% | +6.0% | +24.5% |
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 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