-36.0%
ROL vs BNS
+50.5%
-86.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.4% | +1.5% | -3.0% | -1.5% |
| 30D | -4.1% | +6.0% | -10.0% | -4.2% |
| 3M | -22.5% | +16.3% | -38.9% | -23.9% |
| 6M | -37.7% | +27.3% | -65.0% | -40.2% |
| YTD | -39.6% | +28.5% | -68.1% | -41.7% |
| 1Y | -36.0% | +49.0% | -85.0% | -39.5% |
| All | -36.0% | +50.5% | -86.5% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling