+2,587.3%
RY vs BNS
+1,486.8%
+1,100.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.2% |
| 7D | -0.6% | -1.1% | +0.5% | +0.2% |
| 30D | +6.1% | +4.7% | +1.4% | +2.2% |
| 3M | -3.4% | +5.5% | -8.9% | -7.8% |
| 6M | +12.8% | +21.7% | -8.9% | -4.1% |
| YTD | +21.0% | +29.5% | -8.4% | -2.3% |
| 1Y | +40.5% | +41.9% | -1.4% | +5.2% |
| 3Y | +159.9% | +148.5% | +11.4% | +21.8% |
| 5Y | +125.0% | +80.3% | +44.7% | +34.8% |
| 10Y | +350.6% | +184.7% | +165.9% | +78.9% |
| All | +2,587.3% | +1,486.8% | +1,100.5% | +199.0% |
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 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