+3,806.4%
RMD vs BNS
+1,476.3%
+2,330.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -4.5% | +1.8% | -6.3% | -5.2% |
| 30D | +4.6% | +4.5% | +0.1% | +2.5% |
| 3M | +14.8% | +15.8% | -1.0% | +7.7% |
| 6M | -12.1% | +31.5% | -43.6% | -21.8% |
| YTD | -7.5% | +28.6% | -36.1% | -17.1% |
| 1Y | -20.1% | +48.2% | -68.3% | -32.4% |
| 3Y | +53.9% | +130.8% | -76.9% | +7.4% |
| 5Y | -22.2% | +94.9% | -117.1% | -42.1% |
| 10Y | +268.2% | +179.6% | +88.7% | +129.4% |
| All | +3,806.4% | +1,476.3% | +2,330.1% | +1,104.5% |
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