+8.2%
RBRK vs BNS
+50.5%
-42.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.8% |
| 7D | +0.7% | +1.5% | -0.9% | +0.5% |
| 30D | +10.4% | +6.0% | +4.5% | +10.0% |
| 3M | +21.6% | +16.3% | +5.3% | +17.1% |
| 6M | +70.7% | +27.3% | +43.4% | +55.3% |
| YTD | +22.5% | +28.5% | -6.0% | +9.4% |
| 1Y | +8.2% | +49.0% | -40.8% | -16.8% |
| All | +8.2% | +50.5% | -42.2% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling