+437.4%
REPL vs BNS
+22.9%
+414.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.8% |
| 7D | +9.8% | +1.0% | +8.8% | +9.9% |
| 30D | +81.5% | +2.7% | +78.8% | +84.2% |
| 3M | +44.2% | +3.5% | +40.7% | +43.1% |
| 6M | +437.4% | +22.1% | +415.3% | +627.4% |
| All | +437.4% | +22.9% | +414.5% | +627.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling