+197.1%
XOM vs RBA
+209.3%
-12.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | -3.2% | +9.0% | -12.1% | -4.8% |
| 3M | +5.0% | +7.2% | -2.2% | +3.4% |
| 6M | +12.9% | -7.8% | +20.6% | +13.6% |
| YTD | +41.3% | -6.4% | +47.7% | +41.1% |
| 1Y | +43.2% | -4.2% | +47.4% | +42.2% |
| 3Y | +77.3% | +64.1% | +13.3% | +55.3% |
| 5Y | +204.8% | +48.4% | +156.4% | +167.0% |
| 10Y | +197.1% | +209.9% | -12.8% | +92.1% |
| All | +197.1% | +209.3% | -12.2% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling