-98.5%
RCAT vs BNS
+188.9%
-287.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -2.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | -22.9% | +3.5% | -26.3% | -25.2% |
| 3M | -33.7% | +14.1% | -47.8% | -41.1% |
| 6M | -50.7% | +33.8% | -84.5% | -61.7% |
| YTD | +0.4% | +29.5% | -29.1% | -19.5% |
| 1Y | -27.6% | +48.4% | -76.0% | -48.0% |
| 3Y | +753.2% | +129.6% | +623.6% | +325.3% |
| 5Y | +183.3% | +96.1% | +87.2% | +58.3% |
| All | -98.5% | +188.9% | -287.4% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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