+48.7%
EWY vs RY
+41.3%
+7.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.0% |
| 7D | -10.2% | -0.6% | -9.7% | -9.3% |
| 30D | -21.5% | +6.1% | -27.6% | -25.3% |
| 3M | -14.7% | -3.4% | -11.3% | -11.2% |
| 6M | -26.8% | +12.8% | -39.6% | -35.1% |
| YTD | +43.2% | +21.0% | +22.1% | +13.1% |
| 1Y | +48.7% | +40.5% | +8.3% | +10.2% |
| All | +48.7% | +41.3% | +7.4% | +10.2% |
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 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