+140.0%
EWJ vs RY
+372.5%
-232.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.3% |
| 30D | +1.0% | -1.9% | +2.9% | +2.0% |
| 3M | +7.2% | +5.1% | +2.1% | +4.4% |
| 6M | +13.9% | +28.2% | -14.3% | +0.1% |
| YTD | +20.8% | +22.9% | -2.1% | +8.4% |
| 1Y | +26.4% | +45.5% | -19.1% | +4.1% |
| 3Y | +71.8% | +156.7% | -84.9% | +5.5% |
| 5Y | +49.9% | +137.7% | -87.8% | -5.0% |
| 10Y | +140.0% | +375.5% | -235.5% | +8.5% |
| All | +140.0% | +372.5% | -232.6% | +8.5% |
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