+432.8%
XYL vs RBA
+506.2%
-73.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -5.0% | -2.9% | -2.1% | -4.2% |
| 30D | -13.2% | -12.3% | -0.9% | -10.1% |
| 3M | -3.7% | -20.5% | +16.8% | +2.1% |
| 6M | -17.7% | -18.5% | +0.9% | -13.5% |
| YTD | -21.5% | -18.2% | -3.3% | -17.9% |
| 1Y | -24.5% | -27.5% | +3.0% | -18.4% |
| 3Y | +6.9% | +38.1% | -31.1% | -4.9% |
| 5Y | -18.1% | +44.8% | -62.9% | -29.7% |
| 10Y | +134.7% | +187.1% | -52.4% | +59.7% |
| All | +432.8% | +506.2% | -73.4% | +199.4% |
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 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