+125.1%
RY vs RCAT
+41.8%
+83.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | -0.1% |
| 7D | +0.6% | -5.9% | +6.5% | +0.7% |
| 30D | +5.0% | -19.7% | +24.7% | +5.5% |
| 3M | -5.3% | -62.9% | +57.5% | -2.9% |
| 6M | +13.8% | -59.6% | +73.4% | +15.9% |
| YTD | +21.0% | -52.1% | +73.0% | +22.0% |
| 1Y | +40.5% | -50.9% | +91.4% | +41.3% |
| 3Y | +159.7% | +333.8% | -174.1% | +140.6% |
| All | +125.1% | +41.8% | +83.3% | +111.7% |
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