+81.1%
EWZ vs RY
+373.9%
-292.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +6.5% | +3.1% | +3.4% | +3.4% |
| 30D | +4.8% | -0.3% | +5.2% | +5.0% |
| 3M | +9.9% | +8.7% | +1.2% | +1.1% |
| 6M | +1.9% | +28.5% | -26.6% | -20.0% |
| YTD | +20.3% | +25.1% | -4.8% | -3.3% |
| 1Y | +35.6% | +46.3% | -10.7% | -6.3% |
| 3Y | +43.4% | +154.9% | -111.5% | -44.2% |
| 5Y | +55.9% | +140.3% | -84.3% | -37.4% |
| All | +81.1% | +373.9% | -292.9% | -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