+1,485.6%
BNS vs DAR
+9,929.2%
-8,443.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.5% | +1.4% | +0.2% | +1.2% |
| 30D | +6.0% | +12.8% | -6.8% | +3.1% |
| 3M | +16.3% | +7.4% | +9.0% | +14.1% |
| 6M | +28.8% | +22.3% | +6.5% | +22.6% |
| YTD | +30.0% | +81.1% | -51.1% | +13.9% |
| 1Y | +50.7% | +106.5% | -55.8% | +27.7% |
| 3Y | +125.4% | +5.3% | +120.1% | +113.2% |
| 5Y | +94.2% | -11.5% | +105.8% | +86.1% |
| 10Y | +182.8% | +353.3% | -170.5% | +86.6% |
| All | +1,485.6% | +9,929.2% | -8,443.6% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling