+107.0%
XYL vs RBA
+225.5%
-118.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | -5.7% | +12.0% | -17.7% | -9.0% |
| 3M | -19.8% | +2.9% | -22.7% | -20.7% |
| 6M | -14.2% | -6.3% | -7.9% | -13.2% |
| YTD | -28.1% | -5.9% | -22.2% | -27.8% |
| 1Y | -35.0% | -3.9% | -31.1% | -35.2% |
| 3Y | +2.1% | +64.9% | -62.8% | -15.0% |
| 5Y | -22.1% | +48.5% | -70.6% | -34.7% |
| 10Y | +107.0% | +211.8% | -104.8% | +22.8% |
| All | +107.0% | +225.5% | -118.5% | +22.8% |
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