+49.6%
ON vs BNS
+92.5%
-42.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.9% |
| 7D | -4.7% | -2.2% | -2.5% | -2.8% |
| 30D | -13.5% | +4.5% | -18.0% | -17.2% |
| 3M | -36.3% | +14.9% | -51.2% | -44.3% |
| 6M | +17.8% | +32.5% | -14.7% | -9.9% |
| YTD | +29.6% | +28.6% | +1.0% | +1.3% |
| 1Y | +45.8% | +48.4% | -2.6% | -1.0% |
| 3Y | -28.3% | +130.8% | -159.1% | -69.3% |
| 5Y | +49.6% | +94.8% | -45.1% | -17.2% |
| All | +49.6% | +92.5% | -42.9% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling