+3,229.8%
ROK vs BNS
+1,463.9%
+1,765.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | -1.8% | +4.0% | -5.8% | -4.8% |
| 3M | -7.2% | +13.8% | -21.0% | -15.4% |
| 6M | +14.2% | +32.7% | -18.5% | -6.5% |
| YTD | +10.6% | +27.6% | -17.0% | -7.2% |
| 1Y | +25.9% | +47.4% | -21.5% | -4.5% |
| 3Y | +50.8% | +129.0% | -78.2% | -17.1% |
| 5Y | +47.0% | +92.7% | -45.7% | -9.9% |
| 10Y | +354.9% | +182.1% | +172.8% | +108.6% |
| All | +3,229.8% | +1,463.9% | +1,765.9% | +385.9% |
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