+182.3%
RCAT vs BNS
+93.4%
+88.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -5.9% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | -18.7% | +4.0% | -22.7% | -21.1% |
| 3M | -29.3% | +13.8% | -43.1% | -36.1% |
| 6M | -42.3% | +32.7% | -75.0% | -53.7% |
| YTD | +2.5% | +27.6% | -25.1% | -15.0% |
| 1Y | -5.7% | +47.4% | -53.1% | -28.9% |
| 3Y | +764.9% | +129.0% | +635.9% | +402.8% |
| 5Y | +182.3% | +92.7% | +89.6% | +59.1% |
| All | +182.3% | +93.4% | +88.9% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling