+193.4%
BNS vs DAR
+311.7%
-118.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | +0.9% | +11.6% | -10.6% | -1.8% |
| 30D | +2.8% | -10.2% | +13.0% | +5.3% |
| 3M | +3.0% | -14.8% | +17.8% | +6.6% |
| 6M | +23.3% | -10.1% | +33.3% | +25.3% |
| YTD | +29.3% | +55.5% | -26.2% | +13.5% |
| 1Y | +41.7% | +61.7% | -20.0% | +22.9% |
| 3Y | +147.7% | +37.2% | +110.6% | +114.1% |
| 5Y | +79.4% | -26.9% | +106.3% | +80.9% |
| All | +193.4% | +311.7% | -118.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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