-15.2%
RDW vs BNS
+44.2%
-59.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -4.8% | -15.0% | -12.8% |
| 7D | -32.4% | -3.8% | -28.6% | -27.6% |
| 30D | -41.7% | +1.7% | -43.4% | -42.1% |
| 3M | -42.3% | +4.6% | -46.8% | -44.7% |
| 6M | -28.8% | +21.9% | -50.7% | -47.2% |
| YTD | -18.6% | +28.3% | -46.8% | -43.2% |
| 1Y | -15.2% | +44.3% | -59.5% | -48.2% |
| All | -15.2% | +44.2% | -59.4% | -48.2% |
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