+255.9%
EWJ vs RBA
+3,565.6%
-3,309.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.5% | -2.9% | +5.4% | +3.1% |
| 30D | +3.3% | -12.3% | +15.6% | +5.9% |
| 3M | +5.0% | -20.5% | +25.5% | +9.4% |
| 6M | +11.5% | -18.5% | +30.1% | +15.4% |
| YTD | +22.4% | -18.2% | +40.6% | +26.2% |
| 1Y | +30.2% | -27.5% | +57.7% | +37.5% |
| 3Y | +72.8% | +38.1% | +34.7% | +57.8% |
| 5Y | +54.1% | +44.8% | +9.3% | +36.5% |
| 10Y | +140.6% | +187.1% | -46.5% | +76.6% |
| All | +255.9% | +3,565.6% | -3,309.7% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling