+290.8%
EWY vs RBA
+195.3%
+95.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +1.2% | -3.3% | +4.5% | +2.1% |
| 30D | +9.3% | -9.8% | +19.1% | +12.0% |
| 3M | +2.4% | -23.5% | +25.9% | +8.9% |
| 6M | +40.3% | -21.5% | +61.8% | +48.1% |
| YTD | +88.0% | -21.2% | +109.2% | +97.2% |
| 1Y | +143.8% | -30.2% | +174.0% | +163.7% |
| 3Y | +217.8% | +25.3% | +192.4% | +187.6% |
| 5Y | +142.7% | +35.1% | +107.6% | +109.0% |
| All | +290.8% | +195.3% | +95.5% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling