+2.0%
RDW vs BNS
+126.6%
-124.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -3.0% |
| 7D | +0.9% | -0.4% | +1.2% | +1.2% |
| 30D | -21.3% | +3.5% | -24.7% | -24.5% |
| 3M | -37.9% | +14.1% | -51.9% | -46.8% |
| 6M | +12.3% | +33.8% | -21.5% | -18.8% |
| YTD | +39.7% | +29.5% | +10.3% | +5.6% |
| 1Y | +25.7% | +48.4% | -22.7% | -17.5% |
| 3Y | +230.8% | +129.6% | +101.2% | +45.1% |
| 5Y | -8.8% | +96.1% | -104.8% | -52.0% |
| All | +2.0% | +126.6% | -124.6% | -48.5% |
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