+7.9%
RRX vs BNS
+130.5%
-122.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.2% |
| 7D | -0.3% | -0.4% | 0.0% | 0.0% |
| 30D | -6.1% | +3.5% | -9.6% | -8.7% |
| 3M | -23.1% | +14.1% | -37.1% | -31.0% |
| 6M | -19.5% | +33.8% | -53.3% | -36.1% |
| YTD | +16.1% | +29.5% | -13.4% | -5.8% |
| 1Y | +12.9% | +48.4% | -35.5% | -16.9% |
| 3Y | +7.9% | +129.6% | -121.7% | -35.9% |
| All | +7.9% | +130.5% | -122.5% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling