+533.2%
XYZ vs RBA
+279.9%
+253.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | -2.9% | +2.0% | +0.7% |
| 30D | -1.7% | -12.3% | +10.6% | +5.3% |
| 3M | +16.7% | -20.5% | +37.3% | +30.4% |
| 6M | +26.9% | -18.5% | +45.4% | +39.8% |
| YTD | +27.1% | -18.2% | +45.4% | +40.1% |
| 1Y | +9.3% | -27.5% | +36.8% | +27.8% |
| 3Y | +42.3% | +38.1% | +4.2% | +16.5% |
| 5Y | -69.3% | +44.8% | -114.1% | -75.9% |
| 10Y | +586.8% | +187.1% | +399.7% | +299.0% |
| All | +533.2% | +279.9% | +253.3% | +227.5% |
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