-15.4%
ROP vs BNS
+92.5%
-107.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | -8.0% | -2.2% | -5.8% | -7.4% |
| 30D | -2.7% | +4.5% | -7.2% | -4.0% |
| 3M | +16.6% | +14.9% | +1.7% | +11.4% |
| 6M | +10.4% | +32.5% | -22.1% | +0.4% |
| YTD | -12.1% | +28.6% | -40.7% | -19.4% |
| 1Y | -23.6% | +48.4% | -72.0% | -33.7% |
| 3Y | -19.3% | +130.8% | -150.1% | -41.8% |
| 5Y | -15.4% | +94.8% | -110.2% | -35.2% |
| All | -15.4% | +92.5% | -107.9% | -35.2% |
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