+312.1%
ROST vs BNS
+188.9%
+123.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +1.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | -6.9% | +3.5% | -10.3% | -9.2% |
| 3M | -3.3% | +14.1% | -17.4% | -11.9% |
| 6M | +9.0% | +33.8% | -24.7% | -10.6% |
| YTD | +28.9% | +29.5% | -0.6% | +7.6% |
| 1Y | +54.0% | +48.4% | +5.6% | +17.2% |
| 3Y | +100.7% | +129.6% | -28.9% | +10.9% |
| 5Y | +116.0% | +96.1% | +20.0% | +32.4% |
| All | +312.1% | +188.9% | +123.2% | +99.5% |
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 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