+220.7%
ROL vs BNS
+187.6%
+33.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +3.0% | +0.9% | +2.1% | +2.7% |
| 30D | +19.8% | +2.8% | +17.0% | +18.7% |
| 3M | +7.9% | +3.0% | +4.9% | +6.6% |
| 6M | -25.6% | +23.3% | -48.9% | -30.7% |
| YTD | -34.1% | +29.3% | -63.5% | -39.6% |
| 1Y | -31.4% | +41.7% | -73.1% | -38.9% |
| 3Y | +4.7% | +147.7% | -143.1% | -22.7% |
| 5Y | +15.6% | +79.4% | -63.8% | -6.1% |
| All | +220.7% | +187.6% | +33.1% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling