-63.9%
XYZ vs RBA
+37.7%
-101.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | +12.1% | +4.3% | +7.9% | +9.4% |
| 30D | +12.4% | +16.3% | -3.9% | +2.2% |
| 3M | +8.2% | +1.3% | +6.9% | +6.7% |
| 6M | +20.7% | -11.1% | +31.7% | +27.4% |
| YTD | +31.3% | -8.5% | +39.8% | +36.2% |
| 1Y | +20.5% | -2.1% | +22.6% | +19.3% |
| 3Y | +72.6% | +44.6% | +28.1% | +28.6% |
| All | -63.9% | +37.7% | -101.6% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling