+1,542.4%
RCL vs BNS
+1,492.9%
+49.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +1.1% |
| 7D | -5.1% | +1.5% | -6.6% | -6.7% |
| 30D | -19.0% | +6.0% | -25.0% | -24.3% |
| 3M | -9.6% | +16.3% | -25.9% | -23.5% |
| 6M | -6.7% | +28.8% | -35.5% | -28.8% |
| YTD | -3.9% | +30.0% | -33.9% | -27.5% |
| 1Y | -25.1% | +50.7% | -75.8% | -51.7% |
| 3Y | +179.1% | +125.4% | +53.7% | +16.4% |
| 5Y | +243.3% | +94.2% | +149.1% | +69.3% |
| 10Y | +325.8% | +182.8% | +142.9% | +61.0% |
| All | +1,542.4% | +1,492.9% | +49.5% | +50.8% |
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