+66.3%
RSP vs BNS
+151.8%
-85.5%
-17.8%
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% | +0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | +4.4% | +5.1% | -0.7% | +2.5% |
| 3M | +1.3% | +6.0% | -4.7% | -1.1% |
| 6M | +10.0% | +23.4% | -13.4% | +0.6% |
| YTD | +17.6% | +30.4% | -12.8% | +4.7% |
| 1Y | +19.2% | +44.0% | -24.7% | +1.5% |
| All | +66.3% | +151.8% | -85.5% | +10.3% |
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 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