+432.5%
EWZ vs RBA
+3,303.0%
-2,870.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.5% | -2.9% | +9.4% | +7.6% |
| 30D | +4.8% | -12.3% | +17.1% | +9.8% |
| 3M | +9.9% | -20.5% | +30.4% | +18.2% |
| 6M | +1.9% | -18.5% | +20.5% | +8.4% |
| YTD | +20.3% | -18.2% | +38.5% | +27.0% |
| 1Y | +35.6% | -27.5% | +63.1% | +49.3% |
| 3Y | +43.4% | +38.1% | +5.4% | +19.8% |
| 5Y | +55.9% | +44.8% | +11.1% | +22.2% |
| 10Y | +84.2% | +187.1% | -103.0% | +1.5% |
| All | +432.5% | +3,303.0% | -2,870.5% | +30.0% |
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