+54.2%
RGTI vs BNS
+97.1%
-42.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | -17.1% | +3.5% | -20.6% | -20.7% |
| 3M | -26.0% | +14.1% | -40.0% | -37.8% |
| 6M | -9.9% | +33.8% | -43.6% | -37.4% |
| YTD | -31.1% | +29.5% | -60.5% | -50.2% |
| 1Y | -8.5% | +48.4% | -56.9% | -44.6% |
| 3Y | +652.2% | +129.6% | +522.6% | +183.2% |
| 5Y | +56.8% | +96.1% | -39.3% | -29.7% |
| All | +54.2% | +97.1% | -42.9% | -31.0% |
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