+127.1%
EWJ vs RBA
+209.3%
-82.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -5.3% | +9.0% | -14.3% | -6.9% |
| 3M | -4.3% | +7.2% | -11.5% | -5.7% |
| 6M | +0.4% | -7.8% | +8.1% | +1.1% |
| YTD | +14.7% | -6.4% | +21.1% | +14.8% |
| 1Y | +14.7% | -4.2% | +18.9% | +14.3% |
| 3Y | +66.2% | +64.1% | +2.1% | +48.3% |
| 5Y | +50.2% | +48.4% | +1.8% | +34.1% |
| 10Y | +127.1% | +209.9% | -82.8% | +66.1% |
| All | +127.1% | +209.3% | -82.3% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling