-0.8%
REPL vs BNS
+145.0%
-145.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.8% |
| 30D | +27.1% | +6.0% | +21.2% | +23.3% |
| 3M | +52.4% | +16.3% | +36.0% | +39.1% |
| 6M | +107.4% | +28.8% | +78.7% | +75.5% |
| YTD | +54.7% | +30.0% | +24.8% | +29.8% |
| 1Y | +158.9% | +50.7% | +108.2% | +99.0% |
| 3Y | -23.7% | +125.4% | -149.1% | -55.7% |
| 5Y | -54.3% | +94.2% | -148.6% | -71.4% |
| All | -0.8% | +145.0% | -145.8% | -50.8% |
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