+92.7%
BNS vs DAR
-8.0%
+100.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +4.0% | +7.4% | -3.4% | +2.6% |
| 3M | +13.8% | +15.7% | -1.9% | +10.4% |
| 6M | +32.7% | +30.0% | +2.6% | +25.4% |
| YTD | +27.6% | +87.5% | -59.9% | +12.2% |
| 1Y | +47.4% | +113.4% | -66.0% | +25.7% |
| 3Y | +129.0% | +15.3% | +113.7% | +118.9% |
| 5Y | +92.7% | -4.3% | +97.0% | +87.9% |
| All | +92.7% | -8.0% | +100.7% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling