+99.4%
XYL vs RBA
+207.2%
-107.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | -3.7% | +1.7% | -5.5% | -4.2% |
| 30D | -8.3% | +8.3% | -16.7% | -10.6% |
| 3M | -21.4% | +10.5% | -32.0% | -24.0% |
| 6M | -12.9% | -5.9% | -7.1% | -12.1% |
| YTD | -30.1% | -6.9% | -23.2% | -29.6% |
| 1Y | -35.2% | -4.9% | -30.3% | -35.2% |
| 3Y | -0.8% | +64.5% | -65.2% | -17.3% |
| 5Y | -23.2% | +46.1% | -69.3% | -35.3% |
| All | +99.4% | +207.2% | -107.8% | +18.4% |
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 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