+389.7%
RCAT vs BNS
+151.8%
+238.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.1% |
| 7D | +7.2% | -3.2% | +10.5% | +11.7% |
| 30D | -20.4% | +5.1% | -25.5% | -23.7% |
| 3M | -59.8% | +6.0% | -65.7% | -61.8% |
| 6M | -61.9% | +23.4% | -85.2% | -69.3% |
| YTD | -45.9% | +30.4% | -76.3% | -59.0% |
| 1Y | -50.5% | +44.0% | -94.5% | -65.6% |
| All | +389.7% | +151.8% | +238.0% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling