-49.2%
RCAT vs BNS
+40.9%
-90.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.4% |
| 7D | +15.6% | +1.0% | +14.6% | +14.6% |
| 30D | -24.1% | +2.7% | -26.8% | -25.5% |
| 3M | -61.9% | +3.5% | -65.4% | -62.8% |
| 6M | -64.3% | +22.1% | -86.4% | -73.1% |
| YTD | -50.4% | +29.5% | -79.9% | -68.4% |
| All | -49.2% | +40.9% | -90.0% | -70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling