+205.8%
RSP vs BNS
+188.9%
+17.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -2.8% | +3.5% | -6.3% | -5.0% |
| 3M | +2.8% | +14.1% | -11.2% | -5.4% |
| 6M | +10.2% | +33.8% | -23.6% | -8.0% |
| YTD | +13.1% | +29.5% | -16.4% | -4.0% |
| 1Y | +14.8% | +48.4% | -33.6% | -10.5% |
| 3Y | +52.6% | +129.6% | -77.0% | -10.4% |
| 5Y | +51.6% | +96.1% | -44.5% | -2.7% |
| All | +205.8% | +188.9% | +17.0% | +53.7% |
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 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