+141.7%
RNG vs BNS
+50.5%
+91.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +5.8% | +1.5% | +4.2% | +5.8% |
| 30D | +19.6% | +6.0% | +13.7% | +19.5% |
| 3M | +67.0% | +16.3% | +50.7% | +64.3% |
| 6M | +88.4% | +27.3% | +61.1% | +79.3% |
| YTD | +155.5% | +28.5% | +127.0% | +146.1% |
| 1Y | +141.7% | +49.0% | +92.7% | +99.1% |
| All | +141.7% | +50.5% | +91.2% | +99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling