+56.2%
RIG vs BNS
+94.7%
-38.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | -3.1% | -0.4% | -2.7% | -2.8% |
| 30D | -0.5% | +3.5% | -4.0% | -3.5% |
| 3M | -6.0% | +14.1% | -20.0% | -16.3% |
| 6M | -10.1% | +33.8% | -43.9% | -31.0% |
| YTD | +37.3% | +29.5% | +7.8% | +8.2% |
| 1Y | +73.9% | +48.4% | +25.5% | +20.4% |
| 3Y | -30.2% | +129.6% | -159.8% | -69.5% |
| All | +56.2% | +94.7% | -38.5% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling