-99.8%
RCAT vs BNS
+187.6%
-287.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.9% | +0.9% | -6.9% | -6.5% |
| 30D | -19.7% | +2.8% | -22.4% | -21.1% |
| 3M | -62.9% | +3.0% | -65.9% | -63.7% |
| 6M | -59.6% | +23.3% | -82.8% | -66.5% |
| YTD | -52.1% | +29.3% | -81.4% | -61.6% |
| 1Y | -50.9% | +41.7% | -92.6% | -63.6% |
| 3Y | +333.8% | +147.7% | +186.1% | +100.1% |
| 5Y | +40.7% | +79.4% | -38.6% | -15.6% |
| All | -99.8% | +187.6% | -287.4% | -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