+109.3%
XME vs RBA
+37.7%
+71.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.7% |
| 7D | -4.5% | +4.3% | -8.7% | -5.5% |
| 30D | -10.9% | +16.3% | -27.2% | -14.6% |
| 3M | -15.3% | +1.3% | -16.6% | -15.8% |
| 6M | -24.6% | -11.1% | -13.6% | -23.1% |
| YTD | -9.6% | -8.5% | -1.2% | -9.0% |
| 1Y | +2.9% | -2.1% | +5.0% | +1.6% |
| 3Y | +86.9% | +44.6% | +42.3% | +64.2% |
| All | +109.3% | +37.7% | +71.6% | +84.6% |
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