+43.2%
XME vs RBA
-28.4%
+71.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +3.6% | -1.1% | +4.7% | +3.8% |
| 30D | +3.6% | -13.2% | +16.9% | +6.3% |
| 3M | +1.2% | -21.4% | +22.6% | +3.8% |
| 6M | +9.0% | -20.9% | +29.9% | +11.3% |
| YTD | +15.9% | -19.9% | +35.8% | +17.2% |
| 1Y | +43.2% | -28.7% | +71.9% | +46.1% |
| All | +43.2% | -28.4% | +71.6% | +46.1% |
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 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