+164.3%
EWY vs RBA
-26.5%
+190.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | -2.9% | +7.7% | +5.0% |
| 30D | +11.7% | -12.3% | +24.0% | +13.3% |
| 3M | -7.4% | -20.5% | +13.1% | -5.4% |
| 6M | +40.6% | -18.5% | +59.1% | +42.6% |
| YTD | +94.3% | -18.2% | +112.5% | +96.4% |
| 1Y | +164.3% | -27.5% | +191.8% | +172.5% |
| All | +164.3% | -26.5% | +190.8% | +172.5% |
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