+559.3%
ROKU vs BNS
+128.5%
+430.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | +2.1% | +3.5% | -1.4% | -0.4% |
| 3M | +29.5% | +14.1% | +15.4% | +18.4% |
| 6M | +53.8% | +33.8% | +20.0% | +27.1% |
| YTD | +42.8% | +29.5% | +13.4% | +20.5% |
| 1Y | +60.7% | +48.4% | +12.3% | +24.6% |
| 3Y | +83.9% | +129.6% | -45.7% | +9.7% |
| 5Y | -52.8% | +96.1% | -148.9% | -68.9% |
| All | +559.3% | +128.5% | +430.8% | +326.9% |
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