+1,236.8%
EWY vs RY
+4,510.8%
-3,274.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.1% |
| 7D | +4.8% | +3.1% | +1.7% | +2.5% |
| 30D | +11.7% | -0.3% | +12.0% | +11.9% |
| 3M | -7.4% | +8.7% | -16.1% | -12.6% |
| 6M | +40.6% | +28.5% | +12.0% | +18.1% |
| YTD | +94.3% | +25.1% | +69.2% | +66.3% |
| 1Y | +164.3% | +46.3% | +118.0% | +102.7% |
| 3Y | +221.0% | +154.9% | +66.0% | +65.0% |
| 5Y | +139.1% | +140.3% | -1.2% | +27.1% |
| 10Y | +298.8% | +377.0% | -78.2% | +29.1% |
| All | +1,236.8% | +4,510.8% | -3,274.0% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling