+175.2%
XME vs RBA
+720.6%
-545.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.2% | +3.2% | -3.4% | -1.6% |
| 30D | -9.2% | +12.0% | -21.2% | -14.0% |
| 3M | -17.8% | +2.9% | -20.6% | -19.5% |
| 6M | -20.0% | -6.3% | -13.8% | -19.6% |
| YTD | -6.6% | -5.9% | -0.7% | -6.9% |
| 1Y | +1.8% | -3.9% | +5.6% | +0.4% |
| 3Y | +98.7% | +64.9% | +33.8% | +48.7% |
| 5Y | +123.9% | +48.5% | +75.4% | +67.6% |
| 10Y | +277.9% | +211.8% | +66.1% | +76.7% |
| All | +175.2% | +720.6% | -545.3% | -36.9% |
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