+56.6%
EWZ vs RY
+124.6%
-68.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.3% |
| 7D | -4.2% | -1.1% | -3.1% | -3.5% |
| 30D | -26.1% | +4.4% | -30.6% | -28.4% |
| 3M | -12.0% | -2.9% | -9.1% | -10.7% |
| 6M | -19.3% | +15.6% | -34.8% | -27.1% |
| YTD | +0.9% | +21.8% | -20.9% | -11.9% |
| 1Y | +3.4% | +42.6% | -39.2% | -18.5% |
| 3Y | +18.6% | +160.9% | -142.3% | -37.8% |
| 5Y | +56.6% | +126.1% | -69.5% | -9.8% |
| All | +56.6% | +124.6% | -68.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling