+543.0%
XYZ vs RBA
+331.0%
+212.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +9.2% | +7.3% | +1.9% | +5.3% |
| 30D | +9.8% | +16.9% | -7.1% | +0.8% |
| 3M | -0.2% | -0.5% | +0.3% | -0.3% |
| 6M | +18.0% | -10.4% | +28.4% | +23.3% |
| YTD | +29.1% | -7.2% | +36.3% | +32.7% |
| 1Y | +14.1% | -2.2% | +16.4% | +13.7% |
| 3Y | +72.6% | +43.7% | +28.9% | +37.8% |
| 5Y | -64.6% | +38.7% | -103.3% | -71.8% |
| 10Y | +590.0% | +231.7% | +358.3% | +272.7% |
| All | +543.0% | +331.0% | +212.0% | +210.2% |
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