-52.0%
ROKU vs BNS
+94.7%
-146.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.2% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +2.1% | +3.5% | -1.4% | -2.1% |
| 3M | +29.5% | +14.1% | +15.4% | +10.9% |
| 6M | +53.8% | +33.8% | +20.0% | +10.4% |
| YTD | +42.8% | +29.5% | +13.4% | +6.0% |
| 1Y | +60.7% | +48.4% | +12.3% | +2.5% |
| 3Y | +83.9% | +129.6% | -45.7% | -29.3% |
| All | -52.0% | +94.7% | -146.7% | -75.3% |
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