+8.9%
RL vs BNS
+48.3%
-39.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.1% |
| 30D | -15.3% | +4.5% | -19.8% | -17.2% |
| 3M | -10.3% | +14.9% | -25.2% | -18.4% |
| 6M | -2.2% | +32.5% | -34.7% | -19.7% |
| YTD | -4.3% | +28.6% | -32.9% | -20.5% |
| 1Y | +8.9% | +48.4% | -39.5% | -12.6% |
| All | +8.9% | +48.3% | -39.4% | -12.6% |
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