+44.4%
REPL vs BNS
+143.9%
-99.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | +92.2% | +2.8% | +89.4% | +89.5% |
| 3M | +44.1% | +3.0% | +41.1% | +41.5% |
| 6M | +313.0% | +23.3% | +289.8% | +263.8% |
| YTD | +125.2% | +29.3% | +95.9% | +89.1% |
| 1Y | +143.8% | +41.7% | +102.1% | +93.6% |
| 3Y | +104.2% | +147.7% | -43.5% | +11.8% |
| 5Y | -34.5% | +79.4% | -113.9% | -56.8% |
| All | +44.4% | +143.9% | -99.5% | -28.4% |
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 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