+115.0%
REPL vs BNS
+49.3%
+65.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -14.1% | -0.4% | -13.7% | -14.1% |
| 30D | -15.2% | +3.5% | -18.7% | -15.7% |
| 3M | +49.9% | +14.1% | +35.8% | +51.6% |
| 6M | +63.5% | +33.8% | +29.8% | +62.5% |
| YTD | +32.9% | +29.5% | +3.5% | +34.0% |
| 1Y | +115.0% | +48.4% | +66.6% | +44.6% |
| All | +115.0% | +49.3% | +65.7% | +44.6% |
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