+910.6%
EWY vs RBA
+3,602.5%
-2,691.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.7% |
| 30D | -10.7% | +8.3% | -19.0% | -13.2% |
| 3M | -20.1% | +10.5% | -30.6% | -23.0% |
| 6M | -24.3% | -5.9% | -18.4% | -24.0% |
| YTD | +46.9% | -6.9% | +53.7% | +47.1% |
| 1Y | +55.2% | -4.9% | +60.0% | +54.3% |
| 3Y | +157.0% | +64.5% | +92.5% | +109.8% |
| 5Y | +98.9% | +46.1% | +52.8% | +63.3% |
| 10Y | +226.3% | +208.2% | +18.1% | +95.8% |
| All | +910.6% | +3,602.5% | -2,691.9% | +248.1% |
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