+72.3%
EWJ vs RY
+159.8%
-87.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | +2.5% | +3.1% | -0.6% | +0.8% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +5.0% | +8.7% | -3.7% | +0.1% |
| 6M | +11.5% | +28.5% | -17.0% | -3.4% |
| YTD | +22.4% | +25.1% | -2.7% | +7.5% |
| 1Y | +30.2% | +46.3% | -16.1% | +5.3% |
| All | +72.3% | +159.8% | -87.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling