+47.6%
EWJ vs RBA
+45.7%
+1.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +4.0% | +1.7% | +2.2% | +3.7% |
| 30D | -4.3% | +8.3% | -12.6% | -5.6% |
| 3M | -6.8% | +10.5% | -17.4% | -8.5% |
| 6M | -0.9% | -5.9% | +5.0% | -0.6% |
| YTD | +14.3% | -6.9% | +21.1% | +14.4% |
| 1Y | +15.3% | -4.9% | +20.2% | +14.9% |
| 3Y | +65.6% | +64.5% | +1.2% | +49.2% |
| All | +47.6% | +45.7% | +1.9% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling