-100.0%
RCAT vs BNS
+1,487.3%
-1,587.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -8.0% |
| 7D | +15.6% | +1.0% | +14.6% | +15.3% |
| 30D | -24.1% | +2.7% | -26.8% | -24.6% |
| 3M | -61.9% | +3.5% | -65.4% | -62.2% |
| 6M | -64.3% | +22.1% | -86.4% | -66.6% |
| YTD | -50.4% | +29.5% | -79.9% | -54.3% |
| 1Y | -54.0% | +40.7% | -94.7% | -58.8% |
| 3Y | +347.2% | +148.6% | +198.6% | +236.7% |
| 5Y | +45.7% | +79.6% | -33.9% | +20.7% |
| 10Y | -99.7% | +188.9% | -288.6% | -99.8% |
| All | -100.0% | +1,487.3% | -1,587.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling