+379.4%
XYL vs RBA
+594.2%
-214.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -5.9% | +0.6% | -6.5% | -6.0% |
| 30D | -7.3% | +9.0% | -16.3% | -9.5% |
| 3M | -22.5% | +7.2% | -29.7% | -24.2% |
| 6M | -14.4% | -7.8% | -6.7% | -13.1% |
| YTD | -29.4% | -6.4% | -23.0% | -29.0% |
| 1Y | -35.6% | -4.2% | -31.4% | -35.7% |
| 3Y | +0.3% | +64.1% | -63.8% | -14.8% |
| 5Y | -22.3% | +48.4% | -70.7% | -33.8% |
| 10Y | +103.2% | +209.9% | -106.7% | +34.7% |
| All | +379.4% | +594.2% | -214.8% | +159.0% |
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