+152.6%
XRT vs RBA
+236.6%
-84.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +2.5% | +2.5% | 0.0% | +1.7% |
| 30D | +10.3% | +11.6% | -1.2% | +6.4% |
| 3M | +2.4% | +1.5% | +0.9% | +1.6% |
| 6M | +10.0% | -6.6% | +16.6% | +11.4% |
| YTD | +9.5% | -6.3% | +15.8% | +10.1% |
| 1Y | +17.2% | -4.0% | +21.1% | +16.8% |
| 3Y | +62.0% | +47.3% | +14.7% | +38.2% |
| 5Y | -2.1% | +47.7% | -49.8% | -18.7% |
| 10Y | +152.6% | +224.7% | -72.2% | +47.6% |
| All | +152.6% | +236.6% | -84.0% | +47.6% |
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