+2,002.4%
RL vs BNS
+1,487.3%
+515.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +2.4% | +1.0% | +1.4% | +1.8% |
| 30D | +4.6% | +2.7% | +1.8% | +3.0% |
| 3M | -1.1% | +3.5% | -4.6% | -3.6% |
| 6M | +16.5% | +22.1% | -5.5% | +2.0% |
| YTD | +11.4% | +29.5% | -18.1% | -6.2% |
| 1Y | +16.1% | +40.7% | -24.6% | -7.4% |
| 3Y | +252.6% | +148.6% | +104.0% | +93.3% |
| 5Y | +244.9% | +79.6% | +165.3% | +132.9% |
| 10Y | +342.4% | +188.9% | +153.5% | +122.3% |
| All | +2,002.4% | +1,487.3% | +515.1% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling