+348.5%
ROK vs BNS
+188.9%
+159.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -1.2% | -0.4% | -0.9% | -1.0% |
| 30D | -4.8% | +3.5% | -8.3% | -7.4% |
| 3M | -6.1% | +14.1% | -20.2% | -14.8% |
| 6M | +15.5% | +33.8% | -18.3% | -6.5% |
| YTD | +11.2% | +29.5% | -18.3% | -8.0% |
| 1Y | +23.8% | +48.4% | -24.6% | -7.2% |
| 3Y | +53.1% | +129.6% | -76.5% | -17.5% |
| 5Y | +48.3% | +96.1% | -47.8% | -11.8% |
| All | +348.5% | +188.9% | +159.6% | +100.6% |
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