+129.3%
DAL vs BNS
+187.0%
-57.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.4% |
| 7D | -0.6% | -2.2% | +1.5% | +1.5% |
| 30D | -13.5% | +4.5% | -17.9% | -17.5% |
| 3M | +2.6% | +14.9% | -12.3% | -11.4% |
| 6M | +32.7% | +32.5% | +0.2% | -0.5% |
| YTD | +13.6% | +28.6% | -15.0% | -12.4% |
| 1Y | +28.8% | +48.4% | -19.5% | -14.1% |
| 3Y | +98.2% | +130.8% | -32.6% | -16.7% |
| 5Y | +105.9% | +94.8% | +11.1% | +1.6% |
| All | +129.3% | +187.0% | -57.7% | -23.1% |
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