+375.5%
RY vs BNS
+179.9%
+195.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.5% |
| 7D | -0.5% | -1.3% | +0.8% | +0.4% |
| 30D | -1.9% | +4.0% | -5.9% | -4.9% |
| 3M | +5.1% | +13.8% | -8.7% | -4.6% |
| 6M | +28.2% | +32.7% | -4.5% | +3.8% |
| YTD | +22.9% | +27.6% | -4.7% | +2.3% |
| 1Y | +45.5% | +47.4% | -1.9% | +8.7% |
| 3Y | +156.7% | +129.0% | +27.7% | +36.3% |
| 5Y | +137.7% | +92.7% | +45.0% | +42.0% |
| 10Y | +375.5% | +182.1% | +193.4% | +105.0% |
| All | +375.5% | +179.9% | +195.6% | +105.0% |
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