+185.0%
XME vs RBA
+44.6%
+140.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | +3.6% | -1.1% | +4.7% | +3.9% |
| 30D | +3.6% | -13.2% | +16.9% | +7.6% |
| 3M | +1.2% | -21.4% | +22.6% | +6.9% |
| 6M | +9.0% | -20.9% | +29.9% | +14.7% |
| YTD | +15.9% | -19.9% | +35.8% | +21.3% |
| 1Y | +43.2% | -28.7% | +71.9% | +54.9% |
| 3Y | +137.4% | +27.4% | +110.0% | +116.0% |
| 5Y | +185.0% | +41.7% | +143.3% | +133.2% |
| All | +185.0% | +44.6% | +140.4% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling