+12.7%
EWJ vs RY
+41.3%
-28.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.0% |
| 7D | -2.4% | -0.6% | -1.8% | -1.8% |
| 30D | -7.6% | +6.1% | -13.8% | -10.8% |
| 3M | -5.9% | -3.4% | -2.5% | -3.6% |
| 6M | -1.5% | +12.8% | -14.2% | -10.0% |
| YTD | +12.6% | +21.0% | -8.5% | -4.4% |
| 1Y | +12.7% | +40.5% | -27.8% | -11.1% |
| All | +12.7% | +41.3% | -28.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling