+629.3%
ON vs BNS
+188.9%
+440.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.9% | +7.9% |
| 7D | +2.4% | -0.4% | +2.8% | +2.8% |
| 30D | -8.6% | +3.5% | -12.1% | -12.0% |
| 3M | -34.3% | +14.1% | -48.4% | -42.6% |
| 6M | +28.5% | +33.8% | -5.2% | -4.1% |
| YTD | +40.6% | +29.5% | +11.2% | +7.7% |
| 1Y | +55.3% | +48.4% | +6.9% | +3.3% |
| 3Y | -22.2% | +129.6% | -151.8% | -67.6% |
| 5Y | +62.4% | +96.1% | -33.7% | -19.1% |
| All | +629.3% | +188.9% | +440.4% | +169.2% |
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