+348.6%
RY vs RCAT
-99.8%
+448.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | -0.1% |
| 7D | +0.6% | -5.9% | +6.5% | +0.6% |
| 30D | +5.0% | -19.7% | +24.7% | +5.1% |
| 3M | -5.3% | -62.9% | +57.5% | -4.9% |
| 6M | +13.8% | -59.6% | +73.4% | +14.2% |
| YTD | +21.0% | -52.1% | +73.0% | +21.1% |
| 1Y | +40.5% | -50.9% | +91.4% | +40.7% |
| 3Y | +159.7% | +333.8% | -174.1% | +156.5% |
| 5Y | +124.3% | +40.7% | +83.6% | +122.0% |
| All | +348.6% | -99.8% | +448.4% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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