+126.1%
RY vs RCAT
+25.6%
+100.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.9% | +12.0% | -2.5% |
| 7D | -1.1% | -32.6% | +31.5% | -0.1% |
| 30D | +4.4% | -46.3% | +50.7% | +6.1% |
| 3M | -2.9% | -60.7% | +57.7% | -0.6% |
| 6M | +15.6% | -67.4% | +82.9% | +18.4% |
| YTD | +21.8% | -57.1% | +78.9% | +23.3% |
| 1Y | +42.6% | -63.8% | +106.4% | +44.6% |
| 3Y | +160.9% | +268.1% | -107.2% | +143.0% |
| 5Y | +126.1% | +25.2% | +100.9% | +119.0% |
| All | +126.1% | +25.6% | +100.4% | +119.0% |
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