+308.8%
EWY vs RY
+372.5%
-63.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +6.7% | -0.5% | +7.2% | +7.0% |
| 30D | +17.0% | -1.9% | +18.8% | +18.6% |
| 3M | +3.7% | +5.1% | -1.5% | -0.1% |
| 6M | +42.5% | +28.2% | +14.3% | +19.1% |
| YTD | +96.2% | +22.9% | +73.4% | +69.0% |
| 1Y | +160.4% | +45.5% | +114.9% | +98.7% |
| 3Y | +231.7% | +156.7% | +75.0% | +65.7% |
| 5Y | +153.3% | +137.7% | +15.6% | +32.6% |
| 10Y | +308.8% | +375.5% | -66.7% | +29.4% |
| All | +308.8% | +372.5% | -63.7% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling