+145.8%
EWY vs RY
+159.5%
-13.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.3% | +5.0% |
| 7D | -10.4% | -0.9% | -9.5% | -9.6% |
| 30D | -25.4% | +5.9% | -31.3% | -28.2% |
| 3M | -16.5% | -4.3% | -12.3% | -13.6% |
| 6M | -24.7% | +12.1% | -36.8% | -30.4% |
| YTD | +40.9% | +20.3% | +20.7% | +23.7% |
| 1Y | +49.8% | +41.0% | +8.8% | +19.4% |
| All | +145.8% | +159.5% | -13.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling