+185.3%
RNG vs BNS
+52.0%
+133.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.3% |
| 7D | -9.6% | +2.0% | -11.6% | -9.6% |
| 30D | -1.4% | +7.8% | -9.2% | -1.4% |
| 3M | +28.8% | +11.7% | +17.1% | +29.3% |
| 6M | +65.6% | +28.2% | +37.3% | +63.7% |
| YTD | +171.4% | +34.8% | +136.6% | +171.5% |
| 1Y | +185.3% | +51.1% | +134.3% | +174.6% |
| All | +185.3% | +52.0% | +133.3% | +174.6% |
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 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