+230.2%
EWY vs RBA
+29.1%
+201.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.9% |
| 7D | +8.0% | -1.1% | +9.1% | +8.2% |
| 30D | +14.3% | -13.2% | +27.6% | +17.2% |
| 3M | +2.3% | -21.4% | +23.7% | +6.3% |
| 6M | +49.9% | -20.9% | +70.7% | +55.3% |
| YTD | +95.3% | -19.9% | +115.2% | +100.5% |
| 1Y | +161.7% | -28.7% | +190.4% | +175.8% |
| 3Y | +230.2% | +27.4% | +202.8% | +204.7% |
| All | +230.2% | +29.1% | +201.1% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling