+237.8%
XME vs RBA
+613.0%
-375.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -2.9% | +2.8% | +1.2% |
| 30D | +6.0% | -12.3% | +18.3% | +12.1% |
| 3M | -7.7% | -20.5% | +12.8% | +0.6% |
| 6M | +1.0% | -18.5% | +19.5% | +8.4% |
| YTD | +14.6% | -18.2% | +32.9% | +22.4% |
| 1Y | +46.0% | -27.5% | +73.5% | +64.4% |
| 3Y | +127.0% | +38.1% | +88.9% | +84.2% |
| 5Y | +175.8% | +44.8% | +131.0% | +107.8% |
| 10Y | +414.6% | +187.1% | +227.5% | +149.9% |
| All | +237.8% | +613.0% | -375.2% | -17.1% |
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 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