+1,101.4%
XLY vs RBA
+2,784.0%
-1,682.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -6.0% | -13.0% | +6.9% | -2.7% |
| 3M | -2.7% | -23.1% | +20.4% | +3.5% |
| 6M | -1.5% | -22.6% | +21.1% | +4.6% |
| YTD | -5.4% | -20.4% | +14.9% | -0.7% |
| 1Y | -3.8% | -29.6% | +25.8% | +4.1% |
| 3Y | +36.6% | +26.6% | +10.0% | +25.6% |
| 5Y | +27.4% | +38.2% | -10.8% | +12.3% |
| 10Y | +218.2% | +194.7% | +23.5% | +124.6% |
| All | +1,101.4% | +2,784.0% | -1,682.6% | +429.2% |
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