+599.5%
XYZ vs RBA
+224.6%
+374.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | +12.1% | +4.3% | +7.9% | +9.6% |
| 30D | +12.4% | +16.3% | -3.9% | +2.6% |
| 3M | +8.2% | +1.3% | +6.9% | +6.7% |
| 6M | +20.7% | -11.1% | +31.7% | +27.1% |
| YTD | +31.3% | -8.5% | +39.8% | +36.1% |
| 1Y | +20.5% | -2.1% | +22.6% | +19.7% |
| 3Y | +72.6% | +44.6% | +28.1% | +33.4% |
| 5Y | -64.0% | +36.8% | -100.8% | -72.0% |
| All | +599.5% | +224.6% | +374.9% | +261.9% |
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