+141.9%
RY vs RCAT
+183.7%
-41.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.6% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | -0.3% | -3.3% | +3.0% | -0.3% |
| 3M | +8.7% | -43.2% | +51.9% | +10.0% |
| 6M | +28.5% | -43.2% | +71.7% | +29.5% |
| YTD | +25.1% | +5.5% | +19.6% | +23.7% |
| 1Y | +46.3% | -1.6% | +47.9% | +44.2% |
| 3Y | +154.9% | +773.7% | -618.8% | +133.9% |
| All | +141.9% | +183.7% | -41.8% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling