+52.7%
EWJ vs RBA
+44.6%
+8.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +2.9% | -1.1% | +3.9% | +3.1% |
| 30D | +1.1% | -13.2% | +14.3% | +3.4% |
| 3M | +7.1% | -21.4% | +28.5% | +10.8% |
| 6M | +16.2% | -20.9% | +37.1% | +19.9% |
| YTD | +22.0% | -19.9% | +41.8% | +25.2% |
| 1Y | +26.2% | -28.7% | +54.9% | +32.3% |
| 3Y | +73.5% | +27.4% | +46.0% | +63.2% |
| 5Y | +52.7% | +41.7% | +11.0% | +39.1% |
| All | +52.7% | +44.6% | +8.1% | +39.1% |
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 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