+5,440.1%
ROST vs BNS
+1,476.3%
+3,963.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +0.2% | +1.8% | -1.6% | -0.6% |
| 30D | -10.0% | +4.5% | -14.5% | -12.0% |
| 3M | +1.2% | +15.8% | -14.6% | -6.0% |
| 6M | +8.9% | +31.5% | -22.5% | -4.8% |
| YTD | +28.1% | +28.6% | -0.5% | +12.9% |
| 1Y | +53.0% | +48.2% | +4.8% | +25.9% |
| 3Y | +97.9% | +130.8% | -32.9% | +30.0% |
| 5Y | +112.0% | +94.9% | +17.1% | +50.6% |
| 10Y | +303.0% | +179.6% | +123.4% | +141.7% |
| All | +5,440.1% | +1,476.3% | +3,963.8% | +1,225.8% |
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