+304.7%
RL vs BNS
+188.9%
+115.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.2% |
| 7D | -3.4% | -0.4% | -3.1% | -3.1% |
| 30D | -14.4% | +3.5% | -17.9% | -17.0% |
| 3M | -13.6% | +14.1% | -27.6% | -22.4% |
| 6M | +0.6% | +33.8% | -33.2% | -19.9% |
| YTD | -3.6% | +29.5% | -33.1% | -21.6% |
| 1Y | +8.3% | +48.4% | -40.1% | -20.8% |
| 3Y | +204.8% | +129.6% | +75.2% | +56.2% |
| 5Y | +232.9% | +96.1% | +136.9% | +94.1% |
| All | +304.7% | +188.9% | +115.8% | +103.5% |
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