+75.8%
NOK vs BNS
+1,463.9%
-1,388.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +9.3% | -1.3% | +10.6% | +10.1% |
| 30D | +17.9% | +4.0% | +13.8% | +14.8% |
| 3M | -22.3% | +13.8% | -36.1% | -28.5% |
| 6M | +36.4% | +32.7% | +3.7% | +13.6% |
| YTD | +66.3% | +27.6% | +38.7% | +41.7% |
| 1Y | +134.4% | +47.4% | +87.0% | +82.4% |
| 3Y | +186.6% | +129.0% | +57.6% | +65.5% |
| 5Y | +102.7% | +92.7% | +10.0% | +30.2% |
| 10Y | +129.8% | +182.1% | -52.3% | +10.4% |
| All | +75.8% | +1,463.9% | -1,388.1% | -78.7% |
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