+2,562.2%
ON vs BNS
+1,476.3%
+1,085.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.6% |
| 7D | -2.2% | +1.8% | -4.0% | -3.7% |
| 30D | -12.4% | +4.5% | -16.9% | -15.9% |
| 3M | -41.2% | +15.8% | -57.0% | -48.2% |
| 6M | +25.0% | +31.5% | -6.5% | -0.9% |
| YTD | +31.3% | +28.6% | +2.7% | +5.6% |
| 1Y | +45.4% | +48.2% | -2.8% | +3.6% |
| 3Y | -27.4% | +130.8% | -158.2% | -64.9% |
| 5Y | +58.5% | +94.9% | -36.4% | -10.0% |
| 10Y | +561.8% | +179.6% | +382.3% | +187.5% |
| All | +2,562.2% | +1,476.3% | +1,085.9% | +178.4% |
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