-30.2%
RIG vs BNS
+130.5%
-160.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -0.5% | +3.5% | -4.0% | -1.9% |
| 3M | -6.0% | +14.1% | -20.0% | -11.4% |
| 6M | -10.1% | +33.8% | -43.9% | -22.3% |
| YTD | +37.3% | +29.5% | +7.8% | +20.7% |
| 1Y | +73.9% | +48.4% | +25.5% | +40.6% |
| 3Y | -30.2% | +129.6% | -159.8% | -58.9% |
| All | -30.2% | +130.5% | -160.7% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling