-100.0%
RCAT vs BNS
+1,492.9%
-1,592.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -1.4% | +1.5% | -3.0% | -1.9% |
| 30D | -3.3% | +6.0% | -9.3% | -5.2% |
| 3M | -43.2% | +16.3% | -59.6% | -46.1% |
| 6M | -43.2% | +28.8% | -71.9% | -47.8% |
| YTD | +5.5% | +30.0% | -24.4% | -3.2% |
| 1Y | -1.6% | +50.7% | -52.3% | -13.8% |
| 3Y | +773.7% | +125.4% | +648.3% | +575.1% |
| 5Y | +187.6% | +94.2% | +93.4% | +132.4% |
| 10Y | -98.5% | +182.8% | -281.3% | -98.9% |
| All | -100.0% | +1,492.9% | -1,592.9% | -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