-7.0%
DASH vs BNS
+76.9%
-83.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +2.6% |
| 30D | -6.0% | +5.1% | -11.2% | -9.3% |
| 3M | -15.8% | +4.7% | -20.5% | -18.8% |
| 6M | +7.0% | +19.0% | -12.1% | -7.5% |
| YTD | -20.7% | +28.2% | -48.8% | -35.6% |
| 1Y | -8.5% | +43.4% | -51.9% | -32.2% |
| 3Y | +101.8% | +143.1% | -41.3% | -7.6% |
| All | -7.0% | +76.9% | -83.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling