+47.5%
ROK vs BNS
+94.7%
-47.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -1.2% | -0.4% | -0.9% | -1.0% |
| 30D | -4.8% | +3.5% | -8.3% | -7.0% |
| 3M | -6.1% | +14.1% | -20.2% | -13.8% |
| 6M | +15.5% | +33.8% | -18.3% | -4.0% |
| YTD | +11.2% | +29.5% | -18.3% | -5.8% |
| 1Y | +23.8% | +48.4% | -24.6% | -3.7% |
| 3Y | +53.1% | +129.6% | -76.5% | -10.4% |
| All | +47.5% | +94.7% | -47.2% | -8.1% |
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