-99.8%
RCAT vs BNS
+188.0%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.6% |
| 7D | +15.6% | +1.0% | +14.6% | +14.8% |
| 30D | -24.1% | +2.7% | -26.8% | -25.5% |
| 3M | -61.9% | +3.5% | -65.4% | -62.9% |
| 6M | -64.3% | +22.1% | -86.4% | -70.1% |
| YTD | -50.4% | +29.5% | -79.9% | -60.3% |
| 1Y | -54.0% | +40.7% | -94.7% | -65.7% |
| 3Y | +347.2% | +148.6% | +198.6% | +105.6% |
| 5Y | +45.7% | +79.6% | -33.9% | -12.8% |
| All | -99.8% | +188.0% | -287.8% | -99.4% |
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