+280.7%
RNG vs BNS
+204.0%
+76.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.5% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +9.6% | +3.5% | +6.2% | +7.6% |
| 3M | +83.3% | +14.1% | +69.3% | +71.4% |
| 6M | +77.9% | +33.8% | +44.2% | +53.1% |
| YTD | +139.9% | +29.5% | +110.5% | +109.6% |
| 1Y | +121.7% | +48.4% | +73.3% | +81.0% |
| 3Y | +121.9% | +129.6% | -7.7% | +46.3% |
| 5Y | -68.4% | +96.1% | -164.4% | -77.4% |
| 10Y | +220.0% | +186.2% | +33.9% | +103.2% |
| All | +280.7% | +204.0% | +76.8% | +117.5% |
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