+5.8%
DASH vs BNS
+131.9%
-126.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.6% |
| 7D | -11.2% | +1.8% | -13.0% | -12.3% |
| 30D | -7.3% | +4.5% | -11.8% | -10.5% |
| 3M | +31.4% | +15.8% | +15.7% | +17.2% |
| 6M | +11.9% | +31.5% | -19.6% | -9.5% |
| YTD | -11.5% | +28.6% | -40.1% | -27.3% |
| 1Y | -20.0% | +48.2% | -68.2% | -40.9% |
| 3Y | +143.9% | +130.8% | +13.1% | +25.6% |
| 5Y | -0.2% | +94.9% | -95.1% | -38.2% |
| All | +5.8% | +131.9% | -126.1% | -40.6% |
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