-24.2%
ROP vs BNS
+48.3%
-72.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.3% |
| 7D | -8.0% | -2.2% | -5.8% | -8.4% |
| 30D | -2.7% | +4.5% | -7.2% | -1.7% |
| 3M | +16.6% | +14.9% | +1.7% | +19.7% |
| 6M | +10.4% | +32.5% | -22.1% | +14.9% |
| YTD | -12.1% | +28.6% | -40.7% | -8.5% |
| All | -24.2% | +48.3% | -72.6% | -20.0% |
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