+14.7%
RTX vs BNS
+52.0%
-37.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.5% |
| 7D | +1.3% | +2.0% | -0.7% | +0.8% |
| 30D | +7.6% | +7.8% | -0.1% | +5.2% |
| 3M | -8.6% | +11.7% | -20.3% | -11.8% |
| 6M | +15.6% | +28.2% | -12.6% | +4.6% |
| YTD | +9.4% | +34.8% | -25.4% | -4.3% |
| 1Y | +14.7% | +51.1% | -36.4% | -4.6% |
| All | +14.7% | +52.0% | -37.3% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling