+28.3%
RDW vs BNS
+52.2%
-23.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +3.1% |
| 7D | -3.1% | +1.5% | -4.7% | -5.3% |
| 30D | -1.8% | +6.0% | -7.7% | -9.5% |
| 3M | -50.9% | +16.3% | -67.2% | -61.9% |
| 6M | +13.5% | +28.8% | -15.3% | -24.9% |
| YTD | +38.6% | +30.0% | +8.6% | -8.1% |
| 1Y | +28.3% | +50.7% | -22.4% | -31.9% |
| All | +28.3% | +52.2% | -23.9% | -31.9% |
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