+26.4%
EWJ vs RBA
-29.1%
+55.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +1.0% | -1.9% | +2.9% | +1.1% |
| 30D | +1.0% | -13.0% | +14.0% | +2.1% |
| 3M | +7.2% | -23.1% | +30.3% | +8.9% |
| 6M | +13.9% | -22.6% | +36.5% | +14.9% |
| YTD | +20.8% | -20.4% | +41.2% | +21.1% |
| 1Y | +26.4% | -29.6% | +56.0% | +28.7% |
| All | +26.4% | -29.1% | +55.5% | +28.7% |
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