+2,678.3%
RY vs BNS
+1,492.9%
+1,185.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.2% |
| 7D | +3.1% | +1.5% | +1.6% | +1.9% |
| 30D | -0.3% | +6.0% | -6.3% | -5.1% |
| 3M | +8.7% | +16.3% | -7.7% | -4.1% |
| 6M | +28.5% | +28.8% | -0.2% | +4.5% |
| YTD | +25.1% | +30.0% | -4.9% | +0.8% |
| 1Y | +46.3% | +50.7% | -4.4% | +4.4% |
| 3Y | +154.9% | +125.4% | +29.6% | +29.4% |
| 5Y | +140.3% | +94.2% | +46.1% | +35.5% |
| 10Y | +377.0% | +182.8% | +194.2% | +90.5% |
| All | +2,678.3% | +1,492.9% | +1,185.4% | +208.4% |
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