+237.8%
EWY vs RY
+355.6%
-117.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.8% |
| 7D | -2.8% | -3.0% | +0.1% | -0.4% |
| 30D | -13.1% | +6.3% | -19.4% | -16.8% |
| 3M | -11.6% | -2.6% | -9.0% | -9.8% |
| 6M | -23.4% | +13.9% | -37.3% | -30.3% |
| YTD | +52.0% | +21.7% | +30.4% | +32.1% |
| 1Y | +58.6% | +40.4% | +18.2% | +24.3% |
| 3Y | +163.3% | +161.3% | +2.0% | +30.4% |
| 5Y | +108.7% | +126.5% | -17.8% | +13.7% |
| 10Y | +237.8% | +354.3% | -116.6% | +21.9% |
| All | +237.8% | +355.6% | -117.9% | +21.9% |
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