+638.0%
XYZ vs RBA
+236.6%
+401.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.2% |
| 7D | +14.9% | +2.5% | +12.4% | +13.4% |
| 30D | +14.7% | +11.6% | +3.1% | +7.4% |
| 3M | +12.1% | +1.5% | +10.6% | +10.6% |
| 6M | +18.3% | -6.6% | +24.9% | +21.1% |
| YTD | +36.1% | -6.3% | +42.3% | +39.1% |
| 1Y | +35.3% | -4.0% | +39.3% | +36.3% |
| 3Y | +73.5% | +47.3% | +26.2% | +32.6% |
| 5Y | -61.6% | +47.7% | -109.3% | -71.4% |
| 10Y | +638.0% | +224.7% | +413.3% | +260.1% |
| All | +638.0% | +236.6% | +401.4% | +260.1% |
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 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