-98.5%
RCAT vs BNS
+187.0%
-285.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -5.4% | -2.2% | -3.2% | -3.6% |
| 30D | -24.2% | +4.5% | -28.7% | -27.1% |
| 3M | -25.8% | +14.9% | -40.7% | -34.5% |
| 6M | -44.9% | +32.5% | -77.4% | -56.8% |
| YTD | +1.9% | +28.6% | -26.7% | -17.8% |
| 1Y | -5.2% | +48.4% | -53.5% | -31.8% |
| 3Y | +759.6% | +130.8% | +628.8% | +326.6% |
| 5Y | +187.5% | +94.8% | +92.7% | +61.6% |
| All | -98.5% | +187.0% | -285.5% | -98.9% |
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