+1,110.0%
XOM vs RBA
+3,565.6%
-2,455.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | +5.9% | -12.3% | +18.1% | +8.3% |
| 3M | +5.6% | -20.5% | +26.1% | +9.6% |
| 6M | +7.9% | -18.5% | +26.4% | +11.1% |
| YTD | +35.2% | -18.2% | +53.4% | +38.8% |
| 1Y | +46.0% | -27.5% | +73.5% | +53.2% |
| 3Y | +55.0% | +38.1% | +17.0% | +41.6% |
| 5Y | +246.3% | +44.8% | +201.5% | +206.8% |
| 10Y | +181.0% | +187.1% | -6.1% | +109.1% |
| All | +1,110.0% | +3,565.6% | -2,455.5% | +639.1% |
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