+191.6%
XOM vs RBA
+195.3%
-3.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.9% | -3.3% | +5.1% | +2.5% |
| 30D | +4.1% | -9.8% | +13.9% | +5.9% |
| 3M | +10.4% | -23.5% | +33.9% | +15.3% |
| 6M | +13.0% | -21.5% | +34.6% | +17.1% |
| YTD | +40.1% | -21.2% | +61.2% | +44.6% |
| 1Y | +51.1% | -30.2% | +81.3% | +59.8% |
| 3Y | +57.7% | +25.3% | +32.4% | +45.4% |
| 5Y | +264.7% | +35.1% | +229.6% | +222.4% |
| All | +191.6% | +195.3% | -3.7% | +89.1% |
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