+254.2%
XOM vs RBA
+44.6%
+209.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +5.7% | -13.2% | +18.9% | +7.1% |
| 3M | +6.6% | -21.4% | +27.9% | +8.8% |
| 6M | +7.7% | -20.9% | +28.5% | +9.7% |
| YTD | +36.2% | -19.9% | +56.0% | +38.3% |
| 1Y | +50.5% | -28.7% | +79.2% | +55.1% |
| 3Y | +53.4% | +27.4% | +26.0% | +46.6% |
| 5Y | +254.2% | +41.7% | +212.4% | +229.4% |
| All | +254.2% | +44.6% | +209.6% | +229.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling