+56.5%
RSG vs BNS
+130.5%
-74.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +4.0% | +3.5% | +0.5% | +3.7% |
| 3M | +7.4% | +14.1% | -6.7% | +6.0% |
| 6M | +0.1% | +33.8% | -33.7% | -3.3% |
| YTD | +6.0% | +29.5% | -23.4% | +2.8% |
| 1Y | -3.0% | +48.4% | -51.4% | -8.3% |
| 3Y | +56.5% | +129.6% | -73.1% | +34.9% |
| All | +56.5% | +130.5% | -74.0% | +34.9% |
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