+92.7%
BNS vs RRC
+154.4%
-61.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.3% | -1.7% | +0.5% | -1.1% |
| 30D | +4.0% | +3.6% | +0.4% | +3.6% |
| 3M | +13.8% | +8.8% | +4.9% | +12.6% |
| 6M | +32.7% | +0.8% | +31.9% | +32.1% |
| YTD | +27.6% | +19.0% | +8.6% | +24.2% |
| 1Y | +47.4% | +22.9% | +24.5% | +42.4% |
| 3Y | +129.0% | +32.3% | +96.7% | +115.4% |
| 5Y | +92.7% | +151.6% | -58.9% | +65.8% |
| All | +92.7% | +154.4% | -61.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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