+41.6%
EWJ vs RY
+122.0%
-80.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -5.0% | -0.9% | -4.1% | -4.5% |
| 30D | -10.2% | +5.9% | -16.1% | -13.0% |
| 3M | -7.2% | -4.3% | -3.0% | -5.0% |
| 6M | -3.2% | +12.1% | -15.3% | -9.4% |
| YTD | +9.9% | +20.3% | -10.4% | -1.1% |
| 1Y | +11.0% | +41.0% | -30.0% | -8.3% |
| 3Y | +57.3% | +157.5% | -100.2% | -6.1% |
| All | +41.6% | +122.0% | -80.4% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling