+4.3%
EWZ vs RY
+40.6%
-36.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -24.5% | +5.9% | -30.4% | -27.5% |
| 3M | -10.7% | -4.3% | -6.4% | -8.1% |
| 6M | -19.1% | +12.1% | -31.2% | -27.8% |
| YTD | +1.6% | +20.3% | -18.6% | -16.1% |
| 1Y | +4.3% | +41.0% | -36.7% | -18.9% |
| All | +4.3% | +40.6% | -36.3% | -18.9% |
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