+67.3%
EEM vs RBA
+44.6%
+22.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -2.8% | +4.3% | -7.1% | -3.4% |
| 30D | -11.9% | +16.3% | -28.3% | -13.9% |
| 3M | -8.8% | +1.3% | -10.1% | -8.9% |
| 6M | -11.6% | -11.1% | -0.6% | -10.4% |
| YTD | +9.0% | -8.5% | +17.5% | +9.5% |
| 1Y | +10.6% | -2.1% | +12.7% | +9.8% |
| All | +67.3% | +44.6% | +22.7% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling