+18.7%
DBX vs BNS
+128.7%
-110.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -1.3% | +1.8% | -3.1% | -2.1% |
| 30D | -2.9% | +4.5% | -7.4% | -5.0% |
| 3M | +23.8% | +15.8% | +8.1% | +15.1% |
| 6M | +26.2% | +31.5% | -5.3% | +9.7% |
| YTD | +21.6% | +28.6% | -7.0% | +6.6% |
| 1Y | +11.4% | +48.2% | -36.8% | -9.2% |
| 3Y | +21.3% | +130.8% | -109.5% | -22.3% |
| 5Y | +6.7% | +94.9% | -88.2% | -25.7% |
| All | +18.7% | +128.7% | -110.0% | -27.0% |
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