-23.6%
RKT vs BNS
+200.7%
-224.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.8% |
| 7D | +6.0% | +1.8% | +4.2% | +4.3% |
| 30D | +0.7% | +4.5% | -3.8% | -3.9% |
| 3M | +11.8% | +15.8% | -4.0% | -3.7% |
| 6M | -7.6% | +31.5% | -39.1% | -29.4% |
| YTD | -28.7% | +28.6% | -57.3% | -44.2% |
| 1Y | -32.6% | +48.2% | -80.8% | -54.0% |
| 3Y | +42.1% | +130.8% | -88.7% | -36.2% |
| 5Y | -7.2% | +94.9% | -102.0% | -50.6% |
| All | -23.6% | +200.7% | -224.3% | -65.4% |
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