-10.4%
RKT vs BNS
+52.0%
-62.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.0% | +5.7% | +6.0% |
| 7D | +29.7% | +2.0% | +27.7% | +27.3% |
| 30D | +28.5% | +7.8% | +20.7% | +19.6% |
| 3M | +6.4% | +11.7% | -5.3% | -5.0% |
| 6M | +7.1% | +28.2% | -21.1% | -20.7% |
| YTD | -22.5% | +34.8% | -57.2% | -44.6% |
| 1Y | -10.4% | +51.1% | -61.5% | -41.7% |
| All | -10.4% | +52.0% | -62.4% | -41.7% |
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