+210.9%
RL vs BNS
+130.3%
+80.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +1.9% | +1.8% | +0.1% | +0.9% |
| 30D | -12.2% | +4.5% | -16.7% | -14.5% |
| 3M | -6.6% | +15.8% | -22.4% | -14.7% |
| 6M | +3.2% | +31.5% | -28.3% | -12.5% |
| YTD | -1.3% | +28.6% | -29.9% | -15.4% |
| 1Y | +13.6% | +48.2% | -34.6% | -10.1% |
| 3Y | +210.9% | +130.8% | +80.1% | +92.1% |
| All | +210.9% | +130.3% | +80.6% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling