+58.6%
EWY vs RBA
-4.5%
+63.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.2% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -13.1% | +9.0% | -22.1% | -13.4% |
| 3M | -11.6% | +7.2% | -18.8% | -11.5% |
| 6M | -23.4% | -7.8% | -15.6% | -21.9% |
| YTD | +52.0% | -6.4% | +58.4% | +45.9% |
| 1Y | +58.6% | -4.2% | +62.8% | +50.7% |
| All | +58.6% | -4.5% | +63.1% | +50.7% |
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