+890.6%
RRX vs BNS
+1,486.6%
-596.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.2% |
| 7D | -0.3% | -0.4% | 0.0% | -0.1% |
| 30D | -6.1% | +3.5% | -9.6% | -8.5% |
| 3M | -23.1% | +14.1% | -37.1% | -29.9% |
| 6M | -19.5% | +33.8% | -53.3% | -33.9% |
| YTD | +16.1% | +29.5% | -13.4% | -2.5% |
| 1Y | +12.9% | +48.4% | -35.5% | -13.5% |
| 3Y | +7.9% | +129.6% | -121.7% | -38.8% |
| 5Y | +19.1% | +96.1% | -77.0% | -25.2% |
| 10Y | +225.8% | +186.2% | +39.6% | +59.8% |
| All | +890.6% | +1,486.6% | -596.1% | +81.3% |
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