+155.6%
EWJ vs RY
+11,510.5%
-11,355.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +2.5% | +3.1% | -0.6% | +1.2% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +5.0% | +8.7% | -3.7% | +1.2% |
| 6M | +11.5% | +28.5% | -17.0% | +0.1% |
| YTD | +22.4% | +25.1% | -2.7% | +11.1% |
| 1Y | +30.2% | +46.3% | -16.1% | +10.5% |
| 3Y | +72.8% | +154.9% | -82.1% | +15.2% |
| 5Y | +54.1% | +140.3% | -86.2% | +4.8% |
| 10Y | +140.6% | +377.0% | -236.4% | +20.8% |
| All | +155.6% | +11,510.5% | -11,355.0% | -49.2% |
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 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