+30.2%
EWJ vs RBA
-26.5%
+56.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.5% | -2.9% | +5.4% | +2.7% |
| 30D | +3.3% | -12.3% | +15.6% | +4.4% |
| 3M | +5.0% | -20.5% | +25.5% | +6.3% |
| 6M | +11.5% | -18.5% | +30.1% | +12.0% |
| YTD | +22.4% | -18.2% | +40.6% | +22.5% |
| 1Y | +30.2% | -27.5% | +57.7% | +31.6% |
| All | +30.2% | -26.5% | +56.8% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling