+1,784.0%
RL vs BNS
+1,492.9%
+291.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.8% |
| 7D | -0.8% | +1.5% | -2.3% | -1.8% |
| 30D | -7.8% | +6.0% | -13.7% | -11.6% |
| 3M | -4.0% | +16.3% | -20.3% | -13.5% |
| 6M | -1.9% | +28.8% | -30.6% | -17.0% |
| YTD | -0.2% | +30.0% | -30.1% | -16.2% |
| 1Y | +10.7% | +50.7% | -40.0% | -15.7% |
| 3Y | +210.8% | +125.4% | +85.4% | +80.5% |
| 5Y | +238.2% | +94.2% | +144.0% | +117.0% |
| 10Y | +313.4% | +182.8% | +130.5% | +109.5% |
| All | +1,784.0% | +1,492.9% | +291.1% | +271.6% |
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 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