-82.3%
RIG vs BNS
+1,463.9%
-1,546.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -8.2% | -1.3% | -6.9% | -7.2% |
| 30D | -0.2% | +4.0% | -4.2% | -4.3% |
| 3M | -2.7% | +13.8% | -16.5% | -14.7% |
| 6M | -7.5% | +32.7% | -40.1% | -30.4% |
| YTD | +38.3% | +27.6% | +10.7% | +7.5% |
| 1Y | +81.8% | +47.4% | +34.4% | +23.3% |
| 3Y | -30.2% | +129.0% | -159.2% | -69.3% |
| 5Y | +59.9% | +92.7% | -32.8% | -15.5% |
| 10Y | -41.9% | +182.1% | -224.0% | -74.8% |
| All | -82.3% | +1,463.9% | -1,546.2% | -97.4% |
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