+50.3%
EWZ vs RBA
+236.6%
-186.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | -25.1% | +11.6% | -36.7% | -27.4% |
| 3M | -7.7% | +1.5% | -9.2% | -8.4% |
| 6M | -15.8% | -6.6% | -9.2% | -15.3% |
| YTD | +3.6% | -6.3% | +9.9% | +3.7% |
| 1Y | +5.5% | -4.0% | +9.4% | +4.7% |
| 3Y | +22.1% | +47.3% | -25.2% | +4.6% |
| 5Y | +58.3% | +47.7% | +10.7% | +32.3% |
| 10Y | +50.3% | +224.7% | -174.5% | -9.4% |
| All | +50.3% | +236.6% | -186.3% | -9.4% |
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