+123.1%
EWJ vs RY
+354.4%
-231.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.0% |
| 30D | -7.6% | +6.1% | -13.8% | -10.4% |
| 3M | -5.9% | -3.4% | -2.5% | -4.2% |
| 6M | -1.5% | +12.8% | -14.2% | -7.6% |
| YTD | +12.6% | +21.0% | -8.5% | +1.8% |
| 1Y | +12.7% | +40.5% | -27.8% | -5.5% |
| 3Y | +63.1% | +159.9% | -96.8% | -0.2% |
| 5Y | +48.2% | +125.0% | -76.7% | -3.3% |
| 10Y | +123.1% | +350.6% | -227.4% | +8.9% |
| All | +123.1% | +354.4% | -231.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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