+3,238.9%
RY vs RCAT
-100.0%
+3,338.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.9% | +12.0% | -2.9% |
| 7D | -1.1% | -32.6% | +31.5% | -1.0% |
| 30D | +4.4% | -46.3% | +50.7% | +4.5% |
| 3M | -2.9% | -60.7% | +57.7% | -2.8% |
| 6M | +15.6% | -67.4% | +82.9% | +15.7% |
| YTD | +21.8% | -57.1% | +78.9% | +21.9% |
| 1Y | +42.6% | -63.8% | +106.4% | +42.7% |
| 3Y | +160.9% | +268.1% | -107.2% | +159.9% |
| 5Y | +126.1% | +25.2% | +100.9% | +125.3% |
| 10Y | +371.7% | -99.7% | +471.4% | +364.7% |
| All | +3,238.9% | -100.0% | +3,338.9% | +2,903.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling