+331.2%
RCL vs BNS
+187.0%
+144.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.3% |
| 7D | -2.5% | -2.2% | -0.3% | +0.2% |
| 30D | -15.7% | +4.5% | -20.2% | -20.8% |
| 3M | -3.6% | +14.9% | -18.5% | -20.0% |
| 6M | -8.7% | +32.5% | -41.1% | -36.2% |
| YTD | -6.2% | +28.6% | -34.8% | -32.4% |
| 1Y | -22.9% | +48.4% | -71.2% | -53.8% |
| 3Y | +173.6% | +130.8% | +42.8% | -9.4% |
| 5Y | +226.6% | +94.8% | +131.8% | +35.4% |
| All | +331.2% | +187.0% | +144.2% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling