+2,258.6%
ROP vs BNS
+1,476.3%
+782.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.3% |
| 7D | -5.4% | +1.8% | -7.2% | -6.3% |
| 30D | -1.6% | +4.5% | -6.1% | -4.3% |
| 3M | +18.8% | +15.8% | +3.1% | +8.7% |
| 6M | +8.2% | +31.5% | -23.3% | -8.3% |
| YTD | -10.5% | +28.6% | -39.1% | -23.5% |
| 1Y | -23.7% | +48.2% | -71.9% | -40.0% |
| 3Y | -17.9% | +130.8% | -148.7% | -50.7% |
| 5Y | -15.3% | +94.9% | -110.2% | -45.0% |
| 10Y | +133.4% | +179.6% | -46.2% | +17.0% |
| All | +2,258.6% | +1,476.3% | +782.3% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling