+160.1%
RY vs BNS
+150.0%
+10.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | +4.7% | +2.7% | +2.0% | +3.0% |
| 3M | -4.5% | +3.5% | -8.0% | -6.5% |
| 6M | +12.5% | +22.1% | -9.5% | -0.3% |
| YTD | +21.1% | +29.5% | -8.4% | +3.5% |
| 1Y | +38.6% | +40.7% | -2.0% | +12.9% |
| All | +160.1% | +150.0% | +10.1% | +51.1% |
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