+88.7%
RIG vs BNS
+52.2%
+36.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.9% |
| 7D | +0.9% | +1.5% | -0.7% | +1.0% |
| 30D | +13.8% | +6.0% | +7.9% | +14.4% |
| 3M | -6.4% | +16.3% | -22.7% | -5.7% |
| 6M | -8.2% | +28.8% | -36.9% | -7.8% |
| YTD | +41.6% | +30.0% | +11.7% | +40.9% |
| 1Y | +88.7% | +50.7% | +38.0% | +75.7% |
| All | +88.7% | +52.2% | +36.5% | +75.7% |
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