+52.1%
EWZ vs RBA
+44.4%
+7.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -25.9% | +6.8% | -32.7% | -26.8% |
| 3M | -6.1% | +9.5% | -15.6% | -7.8% |
| 6M | -16.1% | -8.2% | -7.9% | -15.4% |
| YTD | +1.0% | -7.7% | +8.7% | +1.3% |
| 1Y | 0.0% | -6.9% | +6.9% | 0.0% |
| 3Y | +16.8% | +61.6% | -44.8% | +4.1% |
| All | +52.1% | +44.4% | +7.7% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling