+43.6%
EWZ vs RY
+360.6%
-317.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.9% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | -24.5% | +5.9% | -30.4% | -28.8% |
| 3M | -10.7% | -4.3% | -6.4% | -7.8% |
| 6M | -19.1% | +12.1% | -31.2% | -28.2% |
| YTD | +1.6% | +20.3% | -18.6% | -15.7% |
| 1Y | +4.3% | +41.0% | -36.7% | -25.7% |
| 3Y | +19.0% | +157.5% | -138.6% | -54.3% |
| 5Y | +57.7% | +123.2% | -65.5% | -31.7% |
| All | +43.6% | +360.6% | -317.0% | -62.8% |
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