+1,219.2%
RMBS vs BNS
+1,476.3%
-257.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.2% |
| 7D | +1.2% | -2.2% | +3.4% | +2.8% |
| 30D | -11.5% | +4.5% | -16.0% | -14.4% |
| 3M | -38.2% | +14.9% | -53.1% | -44.2% |
| 6M | -4.8% | +32.5% | -37.2% | -21.9% |
| YTD | -7.1% | +28.6% | -35.7% | -22.0% |
| 1Y | +10.7% | +48.4% | -37.7% | -15.8% |
| 3Y | +54.5% | +130.8% | -76.3% | -14.3% |
| 5Y | +261.7% | +94.8% | +166.9% | +124.6% |
| 10Y | +551.5% | +184.3% | +367.2% | +198.6% |
| All | +1,219.2% | +1,476.3% | -257.1% | +21.3% |
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