+536.2%
XRT vs RBA
+704.4%
-168.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +7.5% | +6.8% | +0.7% | +5.2% |
| 3M | +2.3% | +9.5% | -7.1% | -0.9% |
| 6M | +12.8% | -8.2% | +21.0% | +15.0% |
| YTD | +7.1% | -7.7% | +14.8% | +8.2% |
| 1Y | +12.3% | -6.9% | +19.2% | +13.1% |
| 3Y | +57.0% | +61.6% | -4.6% | +30.3% |
| 5Y | -4.3% | +44.7% | -49.0% | -19.9% |
| 10Y | +136.7% | +205.3% | -68.7% | +45.8% |
| All | +536.2% | +704.4% | -168.2% | +149.1% |
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