+205.4%
XOM vs RBA
+207.2%
-1.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -3.6% | +8.3% | -12.0% | -5.2% |
| 3M | +8.2% | +10.5% | -2.3% | +6.0% |
| 6M | +14.0% | -5.9% | +19.9% | +14.3% |
| YTD | +44.6% | -6.9% | +51.5% | +44.5% |
| 1Y | +47.8% | -4.9% | +52.6% | +47.0% |
| 3Y | +79.6% | +64.5% | +15.1% | +57.1% |
| 5Y | +214.3% | +46.1% | +168.2% | +176.3% |
| All | +205.4% | +207.2% | -1.7% | +97.8% |
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