+1,914.1%
RCL vs BNS
+1,485.2%
+428.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -1.2% | +0.9% | -2.1% | -2.1% |
| 30D | +17.8% | +2.8% | +15.1% | +14.7% |
| 3M | +4.9% | +3.0% | +1.9% | +1.1% |
| 6M | +23.7% | +23.3% | +0.5% | -1.5% |
| YTD | +17.8% | +29.3% | -11.5% | -10.7% |
| 1Y | +28.9% | +41.7% | -12.8% | -11.3% |
| 3Y | +241.9% | +147.7% | +94.1% | +29.6% |
| 5Y | +295.4% | +79.4% | +216.0% | +112.2% |
| 10Y | +344.1% | +188.5% | +155.6% | +65.5% |
| All | +1,914.1% | +1,485.2% | +428.8% | +85.8% |
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 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