+301.8%
RL vs BNS
+187.0%
+114.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.3% |
| 7D | -2.2% | -2.2% | 0.0% | -0.6% |
| 30D | -15.3% | +4.5% | -19.8% | -18.6% |
| 3M | -10.3% | +14.9% | -25.2% | -20.0% |
| 6M | -2.2% | +32.5% | -34.7% | -21.6% |
| YTD | -4.3% | +28.6% | -32.9% | -21.7% |
| 1Y | +8.9% | +48.4% | -39.5% | -20.4% |
| 3Y | +201.4% | +130.8% | +70.6% | +53.8% |
| 5Y | +230.6% | +94.8% | +135.8% | +93.7% |
| All | +301.8% | +187.0% | +114.8% | +103.1% |
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