+1,127.7%
RSP vs BNS
+1,250.2%
-122.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.7% |
| 30D | -0.3% | +6.0% | -6.3% | -3.9% |
| 3M | +4.3% | +16.3% | -12.1% | -4.9% |
| 6M | +8.8% | +28.8% | -19.9% | -6.6% |
| YTD | +15.3% | +30.0% | -14.7% | -1.8% |
| 1Y | +18.3% | +50.7% | -32.4% | -7.7% |
| 3Y | +52.8% | +125.4% | -72.6% | -6.9% |
| 5Y | +51.7% | +94.2% | -42.5% | -0.1% |
| 10Y | +208.5% | +182.8% | +25.6% | +59.0% |
| All | +1,127.7% | +1,250.2% | -122.5% | +251.5% |
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