+226.3%
RL vs BNS
+93.4%
+132.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.8% |
| 7D | -0.3% | -1.3% | +1.0% | +0.6% |
| 30D | -17.5% | +4.0% | -21.5% | -20.1% |
| 3M | -14.0% | +13.8% | -27.8% | -22.2% |
| 6M | -2.0% | +32.7% | -34.6% | -20.6% |
| YTD | -4.6% | +27.6% | -32.2% | -20.8% |
| 1Y | +9.5% | +47.4% | -37.9% | -18.3% |
| 3Y | +200.5% | +129.0% | +71.5% | +58.2% |
| 5Y | +226.3% | +92.7% | +133.6% | +105.7% |
| All | +226.3% | +93.4% | +132.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling