+1,477.9%
BNS vs RRC
+1,548.0%
-70.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +0.9% | +6.4% | -5.5% | -0.2% |
| 30D | +2.8% | +23.9% | -21.1% | -1.3% |
| 3M | +3.0% | +30.2% | -27.2% | -2.1% |
| 6M | +23.3% | +26.3% | -3.0% | +17.4% |
| YTD | +29.3% | +48.1% | -18.7% | +19.3% |
| 1Y | +41.7% | +37.7% | +4.0% | +32.1% |
| 3Y | +147.7% | +60.3% | +87.4% | +120.3% |
| 5Y | +79.4% | +135.3% | -55.9% | +42.3% |
| 10Y | +188.5% | +73.3% | +115.2% | +105.8% |
| All | +1,477.9% | +1,548.0% | -70.0% | +661.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling