+164.3%
EWY vs RY
+46.1%
+118.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.3% |
| 7D | +4.8% | +3.1% | +1.7% | +1.7% |
| 30D | +11.7% | -0.3% | +12.0% | +12.0% |
| 3M | -7.4% | +8.7% | -16.1% | -15.0% |
| 6M | +40.6% | +28.5% | +12.0% | +6.4% |
| YTD | +94.3% | +25.1% | +69.2% | +48.7% |
| 1Y | +164.3% | +46.3% | +118.0% | +79.0% |
| All | +164.3% | +46.1% | +118.2% | +79.0% |
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