+33.6%
XLY vs RBA
+29.8%
+3.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -2.9% | -1.3% | -3.5% |
| 3M | -2.7% | -20.9% | +18.2% | +2.8% |
| 6M | -0.6% | -17.7% | +17.0% | +3.5% |
| YTD | -5.0% | -18.2% | +13.1% | -1.4% |
| 1Y | -4.1% | -29.1% | +25.0% | +4.0% |
| 3Y | +33.6% | +29.5% | +4.1% | +24.1% |
| All | +33.6% | +29.8% | +3.8% | +24.1% |
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