-27.1%
RKT vs BNS
+202.7%
-229.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.7% |
| 7D | -6.3% | -0.4% | -5.9% | -5.9% |
| 30D | -6.2% | +3.5% | -9.6% | -9.5% |
| 3M | -1.9% | +14.1% | -15.9% | -14.3% |
| 6M | -13.0% | +33.8% | -46.8% | -34.5% |
| YTD | -31.9% | +29.5% | -61.4% | -47.1% |
| 1Y | -37.6% | +48.4% | -86.0% | -57.5% |
| 3Y | +36.8% | +129.6% | -92.8% | -38.3% |
| 5Y | -9.7% | +96.1% | -105.8% | -52.3% |
| All | -27.1% | +202.7% | -229.8% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling