+11.7%
DASH vs BNS
+134.4%
-122.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -3.8% |
| 7D | -10.6% | +1.5% | -12.1% | -11.6% |
| 30D | +2.2% | +6.0% | -3.8% | -2.4% |
| 3M | +32.3% | +16.3% | +15.9% | +17.5% |
| 6M | +19.1% | +28.8% | -9.6% | -2.2% |
| YTD | -6.5% | +30.0% | -36.5% | -23.8% |
| 1Y | -14.9% | +50.7% | -65.6% | -37.9% |
| 3Y | +151.9% | +125.4% | +26.6% | +32.2% |
| 5Y | +9.4% | +94.2% | -84.8% | -32.6% |
| All | +11.7% | +134.4% | -122.6% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling