-48.1%
RDDT vs BNS
+51.5%
-99.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.0% | +3.4% |
| 7D | -24.4% | +2.0% | -26.4% | -25.1% |
| 30D | -32.3% | +7.8% | -40.0% | -35.8% |
| 3M | -36.3% | +11.7% | -48.0% | -40.7% |
| 6M | -39.7% | +28.2% | -68.0% | -49.1% |
| YTD | -55.7% | +34.8% | -90.5% | -64.5% |
| All | -48.1% | +51.5% | -99.6% | -61.9% |
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