+51.3%
RPRX vs BNS
+190.5%
-139.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -8.0% | -2.2% | -5.8% | -7.5% |
| 30D | +2.1% | +4.5% | -2.4% | +0.8% |
| 3M | +8.2% | +14.9% | -6.7% | +3.9% |
| 6M | +28.9% | +32.5% | -3.6% | +18.6% |
| YTD | +54.1% | +28.6% | +25.5% | +42.8% |
| 1Y | +65.5% | +48.4% | +17.2% | +46.7% |
| 3Y | +117.3% | +130.8% | -13.5% | +66.5% |
| 5Y | +71.6% | +94.8% | -23.2% | +38.1% |
| All | +51.3% | +190.5% | -139.2% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling