+129.5%
EWJ vs RY
+11,060.4%
-10,930.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -10.2% | +5.9% | -16.1% | -12.4% |
| 3M | -7.2% | -4.3% | -3.0% | -5.5% |
| 6M | -3.2% | +12.1% | -15.3% | -8.0% |
| YTD | +9.9% | +20.3% | -10.4% | +1.5% |
| 1Y | +11.0% | +41.0% | -30.0% | -4.3% |
| 3Y | +57.3% | +157.5% | -100.2% | +4.6% |
| 5Y | +41.3% | +123.2% | -81.9% | -0.9% |
| 10Y | +117.5% | +365.7% | -248.2% | +10.4% |
| All | +129.5% | +11,060.4% | -10,930.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling