-5.1%
ROL vs BNS
+92.5%
-97.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.2% | -2.2% | -1.0% | -2.7% |
| 30D | -6.6% | +4.5% | -11.1% | -7.7% |
| 3M | -27.3% | +14.9% | -42.2% | -30.0% |
| 6M | -38.1% | +32.5% | -70.6% | -42.7% |
| YTD | -41.8% | +28.6% | -70.4% | -45.7% |
| 1Y | -37.8% | +48.4% | -86.2% | -44.3% |
| 3Y | -0.3% | +130.8% | -131.1% | -22.0% |
| 5Y | -5.1% | +94.8% | -99.9% | -20.5% |
| All | -5.1% | +92.5% | -97.6% | -20.5% |
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 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