+6.6%
ON vs BNS
+149.7%
-143.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +12.2% | +0.9% | +11.3% | +11.5% |
| 30D | -3.1% | +2.8% | -5.9% | -4.7% |
| 3M | -12.9% | +3.0% | -15.9% | -14.6% |
| 6M | -38.6% | +23.3% | -61.9% | -47.8% |
| YTD | +31.2% | +29.3% | +1.9% | +6.2% |
| 1Y | +47.6% | +41.7% | +6.0% | +10.6% |
| 3Y | +6.6% | +147.7% | -141.1% | -50.0% |
| All | +6.6% | +149.7% | -143.0% | -50.0% |
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 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