+56.0%
EWZ vs RBA
+48.5%
+7.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +1.3% | +3.2% | -1.9% | +0.8% |
| 30D | -26.2% | +12.0% | -38.2% | -27.7% |
| 3M | -8.6% | +2.9% | -11.5% | -9.2% |
| 6M | -17.0% | -6.3% | -10.8% | -16.7% |
| YTD | +2.2% | -5.9% | +8.0% | +2.1% |
| 1Y | +2.7% | -3.9% | +6.6% | +2.2% |
| 3Y | +18.2% | +64.9% | -46.7% | +5.0% |
| 5Y | +56.0% | +48.5% | +7.5% | +46.2% |
| All | +56.0% | +48.5% | +7.6% | +46.2% |
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