+53.7%
RMBS vs BNS
+130.5%
-76.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.3% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | -13.9% | +3.5% | -17.4% | -16.8% |
| 3M | -39.8% | +14.1% | -53.9% | -47.2% |
| 6M | -6.0% | +33.8% | -39.8% | -28.7% |
| YTD | -5.4% | +29.5% | -34.8% | -25.7% |
| 1Y | -1.8% | +48.4% | -50.2% | -31.0% |
| 3Y | +53.7% | +129.6% | -75.9% | -19.1% |
| All | +53.7% | +130.5% | -76.8% | -19.1% |
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