+2,382.2%
RSG vs BNS
+1,476.3%
+905.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.8% | -2.2% | +0.4% | -0.9% |
| 30D | +2.8% | +4.5% | -1.7% | +0.8% |
| 3M | +4.3% | +14.9% | -10.6% | -1.9% |
| 6M | -0.5% | +32.5% | -33.0% | -12.0% |
| YTD | +5.2% | +28.6% | -23.4% | -5.9% |
| 1Y | -2.1% | +48.4% | -50.5% | -17.6% |
| 3Y | +56.5% | +130.8% | -74.3% | +8.2% |
| 5Y | +89.5% | +94.8% | -5.3% | +38.5% |
| 10Y | +424.8% | +184.3% | +240.5% | +214.5% |
| All | +2,382.2% | +1,476.3% | +905.9% | +599.7% |
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